-17.9%
GRAB vs CCJ
-4.9%
-13.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.2% |
| 7D | -6.1% | +5.9% | -12.0% | -7.2% |
| 30D | -11.2% | +4.7% | -15.9% | -12.2% |
| 3M | -2.4% | -3.3% | +0.9% | -1.8% |
| All | -17.9% | -4.9% | -13.1% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling