-19.5%
GRAB vs CCJ
+164.6%
-184.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -12.0% | -3.2% | -8.8% | -11.4% |
| 30D | -19.5% | -1.3% | -18.2% | -19.4% |
| 3M | -8.0% | +2.5% | -10.5% | -8.9% |
| 6M | -22.2% | -18.9% | -3.4% | -19.4% |
| YTD | -39.7% | +6.5% | -46.2% | -41.9% |
| 1Y | -43.2% | +22.8% | -66.0% | -47.9% |
| All | -19.5% | +164.6% | -184.1% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling