+30.9%
CL vs GRAB
-72.0%
+102.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +9.5% | +5.7% | +3.8% | +9.6% |
| 3M | +6.8% | -11.0% | +17.7% | +6.6% |
| 6M | +14.3% | -8.8% | +23.0% | +14.2% |
| YTD | +27.0% | -33.3% | +60.3% | +26.3% |
| 1Y | +26.3% | -43.4% | +69.6% | +25.4% |
| 3Y | +39.3% | +1.8% | +37.4% | +39.3% |
| 5Y | +41.5% | -80.5% | +122.0% | +37.1% |
| All | +30.9% | -72.0% | +102.9% | +30.1% |
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