+41.9%
CMI vs GRAB
-30.1%
+72.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.7% | -5.3% | +4.5% | +0.4% |
| 30D | -13.4% | -8.6% | -4.9% | -11.8% |
| 3M | -17.0% | -1.2% | -15.8% | -17.6% |
| 6M | -1.6% | -16.6% | +14.9% | +1.5% |
| YTD | +11.0% | -31.5% | +42.4% | +20.1% |
| 1Y | +41.9% | -32.3% | +74.2% | +58.5% |
| All | +41.9% | -30.1% | +72.0% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling