+85.4%
CSX vs GRAB
-72.0%
+157.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +8.7% | +5.7% | +3.0% | +8.3% |
| 3M | +4.2% | -11.0% | +15.2% | +4.7% |
| 6M | +16.7% | -8.8% | +25.4% | +17.0% |
| YTD | +44.5% | -33.3% | +77.7% | +46.8% |
| 1Y | +50.3% | -43.4% | +93.6% | +53.9% |
| 3Y | +76.3% | +1.8% | +74.5% | +74.8% |
| 5Y | +58.1% | -80.5% | +138.6% | +59.7% |
| All | +85.4% | -72.0% | +157.4% | +82.9% |
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