+211.2%
CVX vs GRAB
-74.3%
+285.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +2.6% | -10.8% | +13.4% | +2.9% |
| 30D | +9.8% | -15.5% | +25.3% | +10.3% |
| 3M | +16.2% | -9.0% | +25.2% | +16.3% |
| 6M | +13.6% | -21.6% | +35.2% | +14.2% |
| YTD | +44.4% | -38.9% | +83.2% | +46.3% |
| 1Y | +40.6% | -44.8% | +85.4% | +42.9% |
| 3Y | +48.2% | -18.4% | +66.6% | +47.9% |
| 5Y | +172.3% | -71.6% | +243.9% | +164.5% |
| All | +211.2% | -74.3% | +285.5% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling