+3,860.6%
CLS vs GRAB
-71.8%
+3,932.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.2% | +6.3% |
| 7D | +10.9% | -10.8% | +21.8% | +13.1% |
| 30D | +2.1% | -15.5% | +17.6% | +5.1% |
| 3M | -10.2% | -9.0% | -1.2% | -9.1% |
| 6M | +30.4% | -21.6% | +52.0% | +35.8% |
| YTD | +17.2% | -38.9% | +56.1% | +27.3% |
| 1Y | +41.0% | -44.8% | +85.9% | +56.0% |
| 3Y | +1,338.0% | -18.4% | +1,356.4% | +1,397.9% |
| All | +3,860.6% | -71.8% | +3,932.4% | +4,005.7% |
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