+838.1%
CLS vs GRAB
-0.6%
+838.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -5.0% | +21.3% | +18.3% |
| 30D | -25.7% | +11.3% | -37.0% | -29.3% |
| 3M | -30.9% | -12.4% | -18.4% | -28.4% |
| 6M | -35.5% | -10.7% | -24.7% | -34.0% |
| YTD | -18.7% | -35.1% | +16.4% | -6.2% |
| 1Y | -17.9% | -41.5% | +23.6% | -1.3% |
| 3Y | +838.1% | -2.7% | +840.8% | +904.9% |
| All | +838.1% | -0.6% | +838.7% | +904.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling