-41.9%
GRAB vs CAG
-6.8%
-35.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.0% | +1.7% | +7.3% |
| 7D | +22.2% | +9.7% | +12.5% | +21.5% |
| 30D | +6.0% | +15.8% | -9.8% | +5.4% |
| 3M | -9.7% | +1.8% | -11.5% | -9.7% |
| 6M | -7.2% | +11.5% | -18.7% | -7.3% |
| YTD | -32.7% | -6.7% | -25.9% | -35.1% |
| 1Y | -41.9% | -5.6% | -36.3% | -43.7% |
| All | -41.9% | -6.8% | -35.1% | -43.7% |
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