+86.4%
CHRW vs GRAB
-74.3%
+160.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +3.5% | -10.8% | +14.3% | +4.0% |
| 30D | +4.6% | -15.5% | +20.1% | +5.4% |
| 3M | -19.7% | -9.0% | -10.8% | -19.5% |
| 6M | -12.4% | -21.6% | +9.2% | -11.5% |
| YTD | -3.9% | -38.9% | +35.0% | -2.0% |
| 1Y | +18.4% | -44.8% | +63.2% | +21.2% |
| 3Y | +88.8% | -18.4% | +107.3% | +89.2% |
| 5Y | +93.5% | -71.6% | +165.2% | +91.2% |
| All | +86.4% | -74.3% | +160.8% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling