-14.4%
CTSH vs GRAB
-71.8%
+57.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | -3.7% | -10.8% | +7.1% | -2.7% |
| 30D | +3.7% | -15.5% | +19.2% | +5.2% |
| 3M | +17.9% | -9.0% | +26.9% | +18.8% |
| 6M | -2.6% | -21.6% | +18.9% | -0.7% |
| YTD | -26.4% | -38.9% | +12.5% | -23.4% |
| 1Y | -13.0% | -44.8% | +31.8% | -8.9% |
| 3Y | -11.2% | -18.4% | +7.2% | -10.9% |
| All | -14.4% | -71.8% | +57.3% | -16.7% |
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 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