+33.1%
CVS vs GRAB
-72.2%
+105.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.0% | -12.0% | +10.0% | -1.6% |
| 30D | +1.9% | -19.5% | +21.4% | +2.5% |
| 3M | -2.2% | -8.0% | +5.8% | -2.0% |
| 6M | +26.7% | -22.2% | +49.0% | +27.5% |
| YTD | +22.9% | -39.7% | +62.6% | +24.5% |
| 1Y | +32.9% | -43.2% | +76.1% | +34.7% |
| 3Y | +62.3% | -19.1% | +81.4% | +62.4% |
| All | +33.1% | -72.2% | +105.3% | +29.8% |
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