+83.1%
CHRW vs GRAB
-72.7%
+155.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.6% | +1.9% |
| 7D | +1.9% | -6.1% | +8.0% | +2.2% |
| 30D | +0.9% | -11.2% | +12.1% | +1.5% |
| 3M | -19.9% | -2.4% | -17.5% | -19.9% |
| 6M | -15.8% | -18.3% | +2.5% | -15.1% |
| YTD | -5.6% | -34.9% | +29.3% | -4.0% |
| 1Y | +21.0% | -37.4% | +58.4% | +23.2% |
| 3Y | +86.0% | -12.6% | +98.7% | +85.9% |
| 5Y | +88.6% | -69.7% | +158.4% | +85.9% |
| All | +83.1% | -72.7% | +155.8% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling