-41.9%
GRAB vs CDW
+13.2%
-55.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +12.7% | -5.0% | +6.1% |
| 7D | +22.2% | +3.7% | +18.4% | +21.3% |
| 30D | +6.0% | +26.0% | -20.0% | +3.3% |
| 3M | -9.7% | +10.1% | -19.8% | -11.1% |
| 6M | -7.2% | +26.1% | -33.2% | -10.1% |
| YTD | -32.7% | +25.9% | -58.5% | -34.4% |
| 1Y | -41.9% | +21.5% | -63.5% | -43.1% |
| All | -41.9% | +13.2% | -55.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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