-64.8%
CSGP vs GRAB
-68.2%
+3.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -5.3% | +1.2% | -3.5% |
| 30D | +2.3% | -8.6% | +10.9% | +3.4% |
| 3M | -8.2% | -1.2% | -7.0% | -8.1% |
| 6M | -35.1% | -16.6% | -18.5% | -33.8% |
| YTD | -54.0% | -31.5% | -22.6% | -52.2% |
| 1Y | -65.3% | -32.3% | -33.0% | -64.0% |
| 3Y | -62.6% | -10.7% | -51.9% | -63.0% |
| All | -64.8% | -68.2% | +3.4% | -66.9% |
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