-72.0%
GRAB vs CASY
+230.5%
-302.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -12.0% | -17.2% | +5.3% | -10.3% |
| 30D | -19.5% | -24.4% | +4.9% | -17.4% |
| 3M | -8.0% | -31.4% | +23.4% | -4.7% |
| 6M | -22.2% | -8.9% | -13.3% | -22.6% |
| YTD | -39.7% | +13.8% | -53.5% | -41.9% |
| 1Y | -43.2% | +17.0% | -60.2% | -45.6% |
| 3Y | -19.1% | +163.1% | -182.2% | -33.0% |
| 5Y | -72.0% | +239.0% | -311.0% | -77.3% |
| All | -72.0% | +230.5% | -302.5% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling