-18.4%
GRAB vs CAG
-39.7%
+21.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -11.1% |
| 30D | -15.5% | -2.4% | -13.1% | -15.6% |
| 3M | -9.0% | +9.8% | -18.7% | -8.1% |
| 6M | -21.6% | -10.8% | -10.8% | -23.0% |
| YTD | -38.9% | -10.8% | -28.1% | -39.9% |
| 1Y | -44.8% | -19.0% | -25.9% | -46.2% |
| 3Y | -18.4% | -39.7% | +21.2% | -23.3% |
| All | -18.4% | -39.7% | +21.2% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling