-74.4%
GRAB vs CAG
-45.2%
-29.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.5% |
| 7D | -13.9% | -6.6% | -7.3% | -14.1% |
| 30D | -17.2% | +2.3% | -19.5% | -17.1% |
| 3M | -7.9% | +16.3% | -24.2% | -7.0% |
| 6M | -23.2% | -16.0% | -7.2% | -24.6% |
| YTD | -39.1% | -7.7% | -31.4% | -39.6% |
| 1Y | -42.5% | -16.0% | -26.5% | -43.3% |
| 3Y | -18.3% | -37.7% | +19.4% | -20.5% |
| 5Y | -71.7% | -41.2% | -30.5% | -71.2% |
| All | -74.4% | -45.2% | -29.2% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling