+69.9%
CVS vs GRAB
-74.4%
+144.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | -0.6% |
| 7D | -1.9% | -13.9% | +12.0% | -1.6% |
| 30D | -0.3% | -17.2% | +16.9% | +0.1% |
| 3M | -1.1% | -7.9% | +6.8% | -1.0% |
| 6M | +23.7% | -23.2% | +46.9% | +24.3% |
| YTD | +23.0% | -39.1% | +62.1% | +24.2% |
| 1Y | +37.2% | -42.5% | +79.7% | +38.6% |
| 3Y | +62.4% | -18.3% | +80.7% | +62.6% |
| 5Y | +31.8% | -71.7% | +103.5% | +29.7% |
| All | +69.9% | -74.4% | +144.4% | +69.9% |
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