+18.8%
CLF vs GRAB
-30.1%
+48.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -5.3% | +12.8% | +9.7% |
| 30D | -1.2% | -8.6% | +7.4% | +2.1% |
| 3M | -13.4% | -1.2% | -12.2% | -14.1% |
| 6M | +15.4% | -16.6% | +32.0% | +23.5% |
| YTD | -5.9% | -31.5% | +25.6% | +10.2% |
| 1Y | +18.8% | -32.3% | +51.1% | +49.0% |
| All | +18.8% | -30.1% | +48.9% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling