+6.7%
CLF vs GRAB
-72.8%
+79.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | -5.0% | +15.4% | +11.2% |
| 30D | +0.6% | +11.3% | -10.8% | -1.7% |
| 3M | +4.1% | -12.4% | +16.5% | +5.7% |
| 6M | +15.1% | -10.7% | +25.8% | +16.2% |
| YTD | -4.7% | -35.1% | +30.3% | +1.0% |
| 1Y | +20.4% | -41.5% | +61.9% | +29.6% |
| 3Y | -23.4% | -2.7% | -20.7% | -23.8% |
| 5Y | -43.3% | -80.2% | +36.9% | -36.4% |
| All | +6.7% | -72.8% | +79.4% | +16.5% |
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