-41.9%
GRAB vs CF
+35.9%
-77.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.4% | +12.1% | +6.4% |
| 7D | +22.2% | -6.9% | +29.1% | +19.9% |
| 30D | +6.0% | -3.7% | +9.7% | +5.1% |
| 3M | -9.7% | -5.0% | -4.7% | -10.5% |
| 6M | -7.2% | -10.5% | +3.3% | -8.5% |
| YTD | -32.7% | +46.5% | -79.2% | -27.8% |
| 1Y | -41.9% | +34.8% | -76.7% | -37.4% |
| All | -41.9% | +35.9% | -77.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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