+28.1%
CL vs GRAB
-69.6%
+97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.5% |
| 7D | -1.4% | -6.1% | +4.7% | -1.4% |
| 30D | -5.2% | -11.2% | +6.0% | -5.3% |
| 3M | +3.3% | -2.4% | +5.7% | +3.3% |
| 6M | -4.4% | -18.3% | +14.0% | -4.5% |
| YTD | +13.9% | -34.9% | +48.8% | +13.4% |
| 1Y | +7.6% | -37.4% | +45.0% | +7.1% |
| 3Y | +29.6% | -12.6% | +42.2% | +29.3% |
| 5Y | +28.1% | -69.7% | +97.8% | +26.1% |
| All | +28.1% | -69.6% | +97.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling