+210.8%
CVX vs GRAB
-74.4%
+285.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.1% |
| 7D | +1.0% | -13.9% | +14.8% | +1.3% |
| 30D | +10.7% | -17.2% | +27.8% | +11.1% |
| 3M | +15.5% | -7.9% | +23.4% | +15.6% |
| 6M | +14.9% | -23.2% | +38.1% | +15.6% |
| YTD | +44.2% | -39.1% | +83.3% | +46.1% |
| 1Y | +43.5% | -42.5% | +86.0% | +45.6% |
| 3Y | +45.0% | -18.3% | +63.2% | +44.6% |
| 5Y | +172.2% | -71.7% | +243.9% | +164.4% |
| All | +210.8% | -74.4% | +285.3% | +208.8% |
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 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