-16.6%
CRH vs GRAB
-40.2%
+23.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -4.5% |
| 7D | +5.3% | +26.1% | -20.8% | -2.6% |
| 30D | +14.2% | +13.4% | +0.8% | +9.2% |
| 3M | -4.2% | -7.0% | +2.8% | -1.9% |
| 6M | -14.5% | -5.4% | -9.1% | -13.6% |
| YTD | -22.7% | -30.3% | +7.6% | -14.3% |
| 1Y | -16.6% | -38.3% | +21.7% | -4.5% |
| All | -16.6% | -40.2% | +23.6% | -4.5% |
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