-71.2%
GRAB vs CAG
-43.1%
-28.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -10.8% |
| 30D | -15.5% | -2.4% | -13.1% | -15.5% |
| 3M | -9.0% | +9.8% | -18.7% | -8.7% |
| 6M | -21.6% | -10.8% | -10.8% | -22.1% |
| YTD | -38.9% | -10.8% | -28.1% | -39.3% |
| 1Y | -44.8% | -19.0% | -25.9% | -45.3% |
| 3Y | -18.4% | -39.7% | +21.2% | -19.3% |
| All | -71.2% | -43.1% | -28.1% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling