-60.6%
CSGP vs GRAB
-0.6%
-60.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | -5.0% | +6.3% | +2.0% |
| 30D | +2.8% | +11.3% | -8.5% | +1.4% |
| 3M | -6.3% | -12.4% | +6.1% | -5.0% |
| 6M | -3.2% | -10.7% | +7.6% | -2.1% |
| YTD | -54.0% | -35.1% | -18.9% | -52.0% |
| 1Y | -54.8% | -41.5% | -13.3% | -52.6% |
| 3Y | -60.6% | -2.7% | -57.9% | -60.5% |
| All | -60.6% | -0.6% | -60.0% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling