+16.9%
CLF vs GRAB
-10.2%
+27.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.1% |
| 7D | +2.3% | -0.9% | +3.2% | +2.3% |
| 30D | +1.9% | +5.7% | -3.8% | +2.9% |
| 3M | +5.9% | -11.0% | +16.8% | +9.3% |
| 6M | +16.9% | -8.8% | +25.7% | +26.8% |
| All | +16.9% | -10.2% | +27.1% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling