+94.1%
CRH vs GRAB
-71.8%
+165.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -6.1% | -10.8% | +4.8% | -4.7% |
| 30D | -9.3% | -15.5% | +6.2% | -7.4% |
| 3M | -15.2% | -9.0% | -6.2% | -14.3% |
| 6M | -14.2% | -21.6% | +7.4% | -11.7% |
| YTD | -28.3% | -38.9% | +10.6% | -24.2% |
| 1Y | -21.8% | -44.8% | +23.1% | -16.5% |
| 3Y | +71.6% | -18.4% | +90.1% | +74.4% |
| All | +94.1% | -71.8% | +165.9% | +89.8% |
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