+37.0%
CMG vs GRAB
-74.3%
+111.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.1% | -10.8% | +8.8% | -0.6% |
| 30D | +10.9% | -15.5% | +26.4% | +13.3% |
| 3M | +15.8% | -9.0% | +24.8% | +17.1% |
| 6M | +6.9% | -21.6% | +28.5% | +10.1% |
| YTD | -2.2% | -38.9% | +36.7% | +3.8% |
| 1Y | -7.1% | -44.8% | +37.8% | -0.4% |
| 3Y | -7.1% | -18.4% | +11.3% | -6.9% |
| 5Y | -4.8% | -71.6% | +66.8% | -2.3% |
| All | +37.0% | -74.3% | +111.4% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling