-32.3%
GRAB vs CASY
+51.2%
-83.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.3% | +0.1% | -5.3% | -5.2% |
| 30D | -8.6% | -11.3% | +2.8% | -9.5% |
| 3M | -1.2% | -0.6% | -0.5% | -1.5% |
| 6M | -16.6% | +10.7% | -27.3% | -17.8% |
| YTD | -31.5% | +37.1% | -68.6% | -31.2% |
| 1Y | -32.3% | +52.3% | -84.6% | -33.3% |
| All | -32.3% | +51.2% | -83.5% | -33.3% |
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