+165.0%
CMI vs GRAB
-71.8%
+236.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -0.7% | -10.8% | +10.1% | +0.3% |
| 30D | -12.4% | -15.5% | +3.1% | -11.1% |
| 3M | -14.8% | -9.0% | -5.8% | -14.2% |
| 6M | +0.8% | -21.6% | +22.4% | +2.8% |
| YTD | +10.2% | -38.9% | +49.1% | +14.7% |
| 1Y | +37.4% | -44.8% | +82.3% | +44.2% |
| 3Y | +153.3% | -18.4% | +171.7% | +156.3% |
| All | +165.0% | -71.8% | +236.8% | +152.8% |
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