-71.2%
GRAB vs CCJ
+281.7%
-352.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -10.8% | -4.0% | -6.8% | -9.8% |
| 30D | -15.5% | -2.4% | -13.1% | -15.2% |
| 3M | -9.0% | -2.3% | -6.6% | -9.0% |
| 6M | -21.6% | -16.2% | -5.4% | -18.9% |
| YTD | -38.9% | +5.7% | -44.6% | -41.5% |
| 1Y | -44.8% | +21.3% | -66.1% | -50.2% |
| 3Y | -18.4% | +159.4% | -177.8% | -45.0% |
| All | -71.2% | +281.7% | -352.9% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling