-64.1%
CSGP vs GRAB
-79.2%
+15.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -6.1% | -6.9% | +0.8% | -5.2% |
| 30D | +0.3% | +8.7% | -8.4% | -0.8% |
| 3M | -1.3% | -10.2% | +8.9% | -0.2% |
| 6M | -8.9% | -11.0% | +2.1% | -7.9% |
| YTD | -55.2% | -35.1% | -20.2% | -53.1% |
| 1Y | -56.4% | -44.0% | -12.3% | -53.5% |
| 3Y | -62.2% | -0.9% | -61.3% | -63.2% |
| All | -64.1% | -79.2% | +15.1% | -66.1% |
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