+16.0%
CTVA vs GRAB
-42.3%
+58.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -4.5% | -10.8% | +6.3% | -4.4% |
| 30D | +11.3% | -15.5% | +26.8% | +11.5% |
| 3M | +12.3% | -9.0% | +21.3% | +12.3% |
| 6M | +7.2% | -21.6% | +28.8% | +7.9% |
| YTD | +26.0% | -38.9% | +64.9% | +29.5% |
| 1Y | +16.0% | -44.8% | +60.9% | +20.1% |
| All | +16.0% | -42.3% | +58.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling