-72.7%
GRAB vs CBRE
+129.5%
-202.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.8% | -1.2% | -3.5% |
| 7D | -6.1% | -1.5% | -4.5% | -5.6% |
| 30D | -11.2% | -4.0% | -7.2% | -9.9% |
| 3M | -2.4% | +8.0% | -10.4% | -5.7% |
| 6M | -18.3% | +4.0% | -22.3% | -19.9% |
| YTD | -34.9% | -11.5% | -23.3% | -32.7% |
| 1Y | -37.4% | -13.0% | -24.4% | -35.0% |
| 3Y | -12.6% | +66.9% | -79.5% | -33.9% |
| 5Y | -69.7% | +45.0% | -114.8% | -76.8% |
| All | -72.7% | +129.5% | -202.2% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling