-48.2%
CLF vs GRAB
-71.6%
+23.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.8% | -0.6% |
| 7D | -2.7% | -13.9% | +11.2% | -0.3% |
| 30D | -3.2% | -17.2% | +14.0% | -0.3% |
| 3M | -5.0% | -7.9% | +2.9% | -4.1% |
| 6M | +26.6% | -23.2% | +49.8% | +31.7% |
| YTD | -9.0% | -39.1% | +30.1% | -1.9% |
| 1Y | +11.8% | -42.5% | +54.4% | +21.7% |
| 3Y | -15.1% | -18.3% | +3.2% | -12.9% |
| 5Y | -48.2% | -71.7% | +23.5% | -45.2% |
| All | -48.2% | -71.6% | +23.4% | -45.2% |
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