+194.9%
CSCO vs GRAB
-71.2%
+266.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -5.3% | +4.6% | -0.5% |
| 30D | -10.1% | -8.6% | -1.6% | -9.9% |
| 3M | -15.7% | -1.2% | -14.5% | -15.7% |
| 6M | +36.3% | -16.6% | +52.9% | +36.8% |
| YTD | +43.8% | -31.5% | +75.3% | +45.1% |
| 1Y | +63.9% | -32.3% | +96.2% | +65.4% |
| 3Y | +104.4% | -10.7% | +115.1% | +104.4% |
| 5Y | +111.4% | -67.9% | +179.2% | +110.1% |
| All | +194.9% | -71.2% | +266.1% | +193.6% |
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