-43.2%
GRAB vs CASY
+15.3%
-58.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -12.0% | -17.2% | +5.3% | -12.5% |
| 30D | -19.5% | -24.4% | +4.9% | -20.7% |
| 3M | -8.0% | -31.4% | +23.4% | -9.7% |
| 6M | -22.2% | -8.9% | -13.3% | -23.6% |
| YTD | -39.7% | +13.8% | -53.5% | -38.6% |
| 1Y | -43.2% | +17.0% | -60.2% | -41.4% |
| All | -43.2% | +15.3% | -58.5% | -41.4% |
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