+5.6%
CNC vs GRAB
-74.3%
+80.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.5% |
| 7D | -0.9% | -10.8% | +9.9% | -0.8% |
| 30D | -1.0% | -15.5% | +14.5% | -0.8% |
| 3M | +4.5% | -9.0% | +13.5% | +4.6% |
| 6M | +85.2% | -21.6% | +106.8% | +85.6% |
| YTD | +61.4% | -38.9% | +100.3% | +62.1% |
| 1Y | +94.9% | -44.8% | +139.7% | +95.9% |
| 3Y | 0.0% | -18.4% | +18.4% | -0.4% |
| 5Y | +11.2% | -71.6% | +82.8% | +8.2% |
| All | +5.6% | -74.3% | +80.0% | +6.4% |
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