-65.6%
CSGP vs GRAB
-71.3%
+5.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.4% |
| 7D | +1.3% | +25.8% | -24.6% | -1.5% |
| 30D | +10.7% | +10.7% | 0.0% | +9.3% |
| 3M | +3.3% | -7.1% | +10.4% | +3.9% |
| 6M | -10.3% | -9.5% | -0.8% | -9.6% |
| YTD | -54.6% | -31.7% | -22.9% | -52.8% |
| 1Y | -54.6% | -39.4% | -15.2% | -52.4% |
| 3Y | -60.3% | +8.6% | -68.9% | -61.7% |
| 5Y | -63.3% | -71.4% | +8.1% | -63.3% |
| All | -65.6% | -71.3% | +5.7% | -66.5% |
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 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