-78.0%
CHTR vs GRAB
-74.3%
-3.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -4.1% | -10.8% | +6.7% | -3.1% |
| 30D | -3.0% | -15.5% | +12.6% | -1.4% |
| 3M | +4.8% | -9.0% | +13.7% | +5.7% |
| 6M | -35.0% | -21.6% | -13.4% | -33.6% |
| YTD | -30.2% | -38.9% | +8.7% | -27.4% |
| 1Y | -44.8% | -44.8% | +0.1% | -42.2% |
| 3Y | -66.6% | -18.4% | -48.1% | -66.5% |
| 5Y | -81.5% | -71.6% | -9.9% | -81.9% |
| All | -78.0% | -74.3% | -3.6% | -78.5% |
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 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