+133.2%
CTAS vs GRAB
-74.7%
+207.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.3% | -12.0% | +10.7% | -0.5% |
| 30D | -3.1% | -19.5% | +16.4% | -1.8% |
| 3M | +10.3% | -8.0% | +18.2% | +10.7% |
| 6M | +1.6% | -22.2% | +23.9% | +3.1% |
| YTD | +6.3% | -39.7% | +46.0% | +9.4% |
| 1Y | -0.5% | -43.2% | +42.7% | +2.6% |
| 3Y | +64.6% | -19.1% | +83.7% | +64.3% |
| 5Y | +106.0% | -72.0% | +178.0% | +102.0% |
| All | +133.2% | -74.7% | +207.9% | +139.9% |
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