+172.4%
CMI vs GRAB
-74.7%
+247.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.8% | -12.0% | +12.8% | +1.8% |
| 30D | -12.8% | -19.5% | +6.7% | -11.3% |
| 3M | -12.4% | -8.0% | -4.5% | -12.0% |
| 6M | -0.9% | -22.2% | +21.3% | +0.9% |
| YTD | +8.9% | -39.7% | +48.5% | +12.9% |
| 1Y | +37.7% | -43.2% | +80.9% | +43.4% |
| 3Y | +148.9% | -19.1% | +167.9% | +151.8% |
| 5Y | +164.4% | -72.0% | +236.4% | +159.5% |
| All | +172.4% | -74.7% | +247.1% | +174.8% |
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 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