+52.1%
CSX vs GRAB
-41.1%
+93.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.8% |
| 7D | -0.6% | -13.9% | +13.3% | +0.5% |
| 30D | -3.2% | -17.2% | +13.9% | -1.9% |
| 3M | +2.6% | -7.9% | +10.5% | +2.9% |
| 6M | +19.8% | -23.2% | +43.1% | +21.9% |
| YTD | +34.7% | -39.1% | +73.7% | +39.3% |
| 1Y | +52.1% | -42.5% | +94.7% | +59.7% |
| All | +52.1% | -41.1% | +93.2% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling