-74.7%
GRAB vs CASY
+252.5%
-327.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -12.0% | -17.2% | +5.3% | -11.0% |
| 30D | -19.5% | -24.4% | +4.9% | -18.3% |
| 3M | -8.0% | -31.4% | +23.4% | -6.0% |
| 6M | -22.2% | -8.9% | -13.3% | -22.5% |
| YTD | -39.7% | +13.8% | -53.5% | -41.0% |
| 1Y | -43.2% | +17.0% | -60.2% | -44.6% |
| 3Y | -19.1% | +163.1% | -182.2% | -26.1% |
| 5Y | -72.0% | +239.0% | -311.0% | -74.1% |
| All | -74.7% | +252.5% | -327.2% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling