+16.7%
CL vs GRAB
-74.7%
+91.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.2% |
| 7D | -2.4% | -12.0% | +9.6% | -2.6% |
| 30D | -4.8% | -19.5% | +14.7% | -5.0% |
| 3M | -1.7% | -8.0% | +6.2% | -1.8% |
| 6M | -3.8% | -22.2% | +18.4% | -4.1% |
| YTD | +13.3% | -39.7% | +52.9% | +12.5% |
| 1Y | +8.3% | -43.2% | +51.5% | +7.5% |
| 3Y | +28.8% | -19.1% | +47.9% | +28.6% |
| 5Y | +28.5% | -72.0% | +100.5% | +26.4% |
| All | +16.7% | -74.7% | +91.4% | +15.9% |
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 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