+24.4%
CLF vs GRAB
-43.3%
+67.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +16.0% | -6.9% | +22.9% | +17.1% |
| 30D | +1.6% | +8.7% | -7.1% | -0.8% |
| 3M | +6.7% | -10.2% | +16.9% | +10.5% |
| 6M | +21.1% | -11.0% | +32.1% | +25.4% |
| YTD | -1.6% | -35.1% | +33.5% | +15.7% |
| All | +24.4% | -43.3% | +67.6% | +56.4% |
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