-41.9%
GRAB vs CCJ
-26.2%
-15.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +7.9% |
| 7D | +22.2% | -14.5% | +36.7% | +25.9% |
| 30D | +6.0% | -18.1% | +24.0% | +10.0% |
| 3M | -9.7% | -23.0% | +13.3% | -5.3% |
| 6M | -7.2% | -39.4% | +32.2% | +2.4% |
| YTD | -32.7% | -21.7% | -11.0% | -35.4% |
| 1Y | -41.9% | -25.9% | -16.0% | -42.6% |
| All | -41.9% | -26.2% | -15.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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