+96.8%
CME vs GRAB
-72.7%
+169.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -1.0% |
| 7D | -2.9% | -6.1% | +3.2% | -2.8% |
| 30D | +5.5% | -11.2% | +16.7% | +5.7% |
| 3M | +11.0% | -2.4% | +13.4% | +11.0% |
| 6M | -9.7% | -18.3% | +8.6% | -9.5% |
| YTD | +4.9% | -34.9% | +39.7% | +5.5% |
| 1Y | +10.1% | -37.4% | +47.5% | +10.7% |
| 3Y | +53.5% | -12.6% | +66.1% | +52.8% |
| 5Y | +77.2% | -69.7% | +146.9% | +72.3% |
| All | +96.8% | -72.7% | +169.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling