+82.5%
CSX vs GRAB
-71.8%
+154.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | +0.7% | +7.4% | -6.7% | +0.4% |
| 30D | +8.1% | +5.0% | +3.1% | +7.8% |
| 3M | +2.2% | -8.7% | +10.9% | +2.5% |
| 6M | +14.6% | -9.9% | +24.5% | +15.0% |
| YTD | +42.2% | -32.9% | +75.1% | +44.5% |
| 1Y | +47.3% | -43.2% | +90.5% | +50.8% |
| 3Y | +73.5% | +2.4% | +71.1% | +72.0% |
| 5Y | +54.1% | -77.9% | +132.0% | +55.0% |
| All | +82.5% | -71.8% | +154.3% | +79.9% |
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 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