-72.7%
GRAB vs CDW
+18.1%
-90.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.2% | -3.5% |
| 7D | -6.1% | -3.9% | -2.2% | -5.1% |
| 30D | -11.2% | +6.9% | -18.1% | -13.1% |
| 3M | -2.4% | +7.7% | -10.1% | -5.3% |
| 6M | -18.3% | +18.3% | -36.7% | -24.4% |
| YTD | -34.9% | +7.8% | -42.6% | -38.1% |
| 1Y | -37.4% | -12.2% | -25.2% | -36.1% |
| 3Y | -12.6% | -28.9% | +16.3% | -7.8% |
| 5Y | -69.7% | -22.8% | -47.0% | -70.8% |
| All | -72.7% | +18.1% | -90.8% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling