-11.1%
CHRW vs GRAB
-39.6%
+28.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.4% | -0.7% |
| 7D | +4.9% | +22.2% | -17.3% | +2.4% |
| 30D | -4.8% | +6.0% | -10.8% | -5.8% |
| 3M | -13.1% | -9.7% | -3.5% | -12.2% |
| 6M | -16.3% | -7.2% | -9.2% | -15.6% |
| YTD | -15.8% | -32.7% | +16.9% | -11.6% |
| 1Y | -11.1% | -41.9% | +30.8% | -4.5% |
| All | -11.1% | -39.6% | +28.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GRAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling