+72.8%
CSX vs GRAB
-74.4%
+147.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.0% |
| 7D | -0.6% | -13.9% | +13.3% | +0.1% |
| 30D | -3.2% | -17.2% | +13.9% | -2.4% |
| 3M | +2.6% | -7.9% | +10.5% | +2.9% |
| 6M | +19.8% | -23.2% | +43.1% | +21.2% |
| YTD | +34.7% | -39.1% | +73.7% | +37.6% |
| 1Y | +52.1% | -42.5% | +94.7% | +55.7% |
| 3Y | +68.4% | -18.3% | +86.7% | +68.7% |
| 5Y | +65.1% | -71.7% | +136.8% | +64.3% |
| All | +72.8% | -74.4% | +147.3% | +71.4% |
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