-66.0%
CSGP vs GRAB
-72.0%
+6.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | +3.6% | +5.7% | -2.1% | +2.8% |
| 3M | -2.7% | -11.0% | +8.2% | -1.6% |
| 6M | -8.1% | -8.8% | +0.7% | -7.4% |
| YTD | -55.0% | -33.3% | -21.7% | -53.1% |
| 1Y | -55.8% | -43.4% | -12.4% | -53.2% |
| 3Y | -62.0% | +1.8% | -63.8% | -63.0% |
| 5Y | -62.9% | -80.5% | +17.5% | -61.6% |
| All | -66.0% | -72.0% | +6.0% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling