-32.3%
GRAB vs CAG
-13.1%
-19.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -5.3% | -3.8% | -1.5% | -5.3% |
| 30D | -8.6% | +3.1% | -11.7% | -8.4% |
| 3M | -1.2% | +23.5% | -24.6% | +0.8% |
| 6M | -16.6% | -14.8% | -1.7% | -22.6% |
| YTD | -31.5% | -5.4% | -26.0% | -33.7% |
| 1Y | -32.3% | -11.8% | -20.5% | -36.2% |
| All | -32.3% | -13.1% | -19.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling