-18.7%
GRAB vs CDW
-30.2%
+11.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.2% |
| 7D | -13.9% | -4.2% | -9.6% | -13.1% |
| 30D | -17.2% | +4.9% | -22.0% | -18.1% |
| 3M | -7.9% | +7.3% | -15.2% | -9.7% |
| 6M | -23.2% | +19.2% | -42.4% | -27.4% |
| YTD | -39.1% | +6.2% | -45.3% | -40.8% |
| 1Y | -42.5% | -14.0% | -28.5% | -40.7% |
| All | -18.7% | -30.2% | +11.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling