+478.2%
CNQ vs GRAB
-74.3%
+552.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +0.1% | -10.8% | +10.9% | +0.7% |
| 30D | +6.2% | -15.5% | +21.7% | +7.1% |
| 3M | +12.4% | -9.0% | +21.3% | +12.7% |
| 6M | +9.0% | -21.6% | +30.6% | +10.1% |
| YTD | +52.2% | -38.9% | +91.1% | +56.1% |
| 1Y | +65.0% | -44.8% | +109.9% | +70.2% |
| 3Y | +78.8% | -18.4% | +97.3% | +78.2% |
| 5Y | +286.0% | -71.6% | +357.6% | +279.7% |
| All | +478.2% | -74.3% | +552.5% | +480.6% |
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 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