-12.9%
CTSH vs GRAB
-71.2%
+58.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -5.3% | +2.6% | -2.2% |
| 30D | +12.4% | -8.6% | +20.9% | +13.2% |
| 3M | +17.4% | -1.2% | +18.5% | +17.3% |
| 6M | -3.1% | -16.6% | +13.5% | -1.7% |
| YTD | -23.6% | -31.5% | +7.9% | -21.1% |
| 1Y | -10.8% | -32.3% | +21.5% | -8.1% |
| 3Y | -8.3% | -10.7% | +2.4% | -8.9% |
| 5Y | -11.3% | -67.9% | +56.5% | -11.6% |
| All | -12.9% | -71.2% | +58.4% | -13.7% |
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 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