+107.7%
CTAS vs GRAB
-71.8%
+179.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +0.5% | -10.8% | +11.3% | +1.3% |
| 30D | -0.7% | -15.5% | +14.8% | +0.4% |
| 3M | +11.1% | -9.0% | +20.0% | +11.6% |
| 6M | +2.1% | -21.6% | +23.7% | +3.6% |
| YTD | +8.0% | -38.9% | +46.8% | +11.2% |
| 1Y | -0.5% | -44.8% | +44.4% | +3.0% |
| 3Y | +66.2% | -18.4% | +84.7% | +65.8% |
| All | +107.7% | -71.8% | +179.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling