+1,284.2%
CLS vs GRAB
-18.9%
+1,303.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +3.7% |
| 7D | +20.1% | -13.9% | +34.0% | +26.9% |
| 30D | +6.0% | -17.2% | +23.2% | +13.6% |
| 3M | -10.3% | -7.9% | -2.4% | -8.6% |
| 6M | +24.5% | -23.2% | +47.7% | +36.9% |
| YTD | +12.9% | -39.1% | +51.9% | +35.8% |
| 1Y | +36.7% | -42.5% | +79.2% | +68.6% |
| All | +1,284.2% | -18.9% | +1,303.2% | +1,499.0% |
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