-19.5%
GRAB vs CBRE
+61.2%
-80.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -12.0% | -7.2% | -4.8% | -9.9% |
| 30D | -19.5% | -6.4% | -13.1% | -17.9% |
| 3M | -8.0% | +2.9% | -10.9% | -8.8% |
| 6M | -22.2% | +2.5% | -24.7% | -22.8% |
| YTD | -39.7% | -14.2% | -25.5% | -37.6% |
| 1Y | -43.2% | -15.1% | -28.1% | -41.2% |
| All | -19.5% | +61.2% | -80.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling