+105.1%
CTVA vs GRAB
-71.8%
+176.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -4.5% | -10.8% | +6.3% | -3.9% |
| 30D | +11.3% | -15.5% | +26.8% | +12.4% |
| 3M | +12.3% | -9.0% | +21.3% | +12.8% |
| 6M | +7.2% | -21.6% | +28.8% | +8.5% |
| YTD | +26.0% | -38.9% | +64.9% | +29.5% |
| 1Y | +16.0% | -44.8% | +60.9% | +19.8% |
| 3Y | +73.9% | -18.4% | +92.4% | +74.4% |
| All | +105.1% | -71.8% | +176.9% | +104.2% |
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