-74.4%
GRAB vs CCJ
+897.6%
-972.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -4.9% | -6.1% |
| 7D | -13.9% | +4.2% | -18.1% | -14.7% |
| 30D | -17.2% | +3.2% | -20.4% | -17.9% |
| 3M | -7.9% | -1.8% | -6.1% | -8.0% |
| 6M | -23.2% | -13.5% | -9.7% | -21.5% |
| YTD | -39.1% | +9.7% | -48.8% | -41.8% |
| 1Y | -42.5% | +30.0% | -72.5% | -48.1% |
| 3Y | -18.3% | +172.6% | -190.9% | -41.0% |
| 5Y | -71.7% | +342.9% | -414.7% | -82.2% |
| All | -74.4% | +897.6% | -972.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling