-41.9%
GRAB vs CASY
+32.1%
-74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.7% |
| 7D | +22.2% | +0.8% | +21.4% | +22.2% |
| 30D | +6.0% | +9.4% | -3.4% | +6.1% |
| 3M | -9.7% | -20.6% | +10.9% | -11.3% |
| 6M | -7.2% | -20.7% | +13.5% | -8.1% |
| YTD | -32.7% | +22.5% | -55.2% | -30.7% |
| 1Y | -41.9% | +29.5% | -71.4% | -38.3% |
| All | -41.9% | +32.1% | -74.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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