-72.0%
GRAB vs CDW
-23.8%
-48.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -12.0% | -7.4% | -4.6% | -10.0% |
| 30D | -19.5% | +5.8% | -25.4% | -21.0% |
| 3M | -8.0% | +10.8% | -18.8% | -11.4% |
| 6M | -22.2% | +21.5% | -43.7% | -28.8% |
| YTD | -39.7% | +6.4% | -46.0% | -42.4% |
| 1Y | -43.2% | -14.8% | -28.4% | -41.3% |
| 3Y | -19.1% | -29.9% | +10.8% | -14.3% |
| 5Y | -72.0% | -22.9% | -49.1% | -73.4% |
| All | -72.0% | -23.8% | -48.2% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling