-74.4%
GRAB vs CF
+312.3%
-386.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.3% | -6.5% |
| 7D | -13.9% | -0.8% | -13.0% | -13.9% |
| 30D | -17.2% | +14.3% | -31.4% | -17.2% |
| 3M | -7.9% | +27.9% | -35.7% | -8.2% |
| 6M | -23.2% | +25.5% | -48.8% | -23.9% |
| YTD | -39.1% | +81.2% | -120.3% | -41.1% |
| 1Y | -42.5% | +66.5% | -109.0% | -44.1% |
| 3Y | -18.3% | +76.7% | -94.9% | -21.0% |
| 5Y | -71.7% | +237.8% | -309.6% | -73.6% |
| All | -74.4% | +312.3% | -386.8% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling