+20.2%
CLF vs GRAB
-39.6%
+59.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.7% | -16.9% | -10.5% |
| 7D | -7.9% | +22.2% | -30.1% | -12.1% |
| 30D | +5.2% | +6.0% | -0.7% | +4.3% |
| 3M | +4.3% | -9.7% | +14.0% | +8.4% |
| 6M | +25.3% | -7.2% | +32.5% | +28.5% |
| YTD | -3.3% | -32.7% | +29.4% | +10.8% |
| 1Y | +20.2% | -41.9% | +62.1% | +46.4% |
| All | +20.2% | -39.6% | +59.8% | +46.4% |
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