+86.0%
CHRW vs GRAB
-18.9%
+104.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.7% |
| 7D | +4.1% | -13.9% | +17.9% | +5.3% |
| 30D | +1.9% | -17.2% | +19.1% | +3.4% |
| 3M | -21.2% | -7.9% | -13.3% | -20.8% |
| 6M | -16.7% | -23.2% | +6.6% | -15.0% |
| YTD | -5.4% | -39.1% | +33.7% | -2.1% |
| 1Y | +21.2% | -42.5% | +63.7% | +25.8% |
| All | +86.0% | -18.9% | +104.9% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling