-43.4%
GRAB vs CF
+51.3%
-94.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.4% |
| 7D | -0.9% | +10.4% | -11.2% | +2.0% |
| 30D | +5.7% | +7.6% | -1.8% | +8.2% |
| 3M | -11.0% | +5.2% | -16.1% | -9.1% |
| 6M | -8.8% | -0.1% | -8.7% | -7.3% |
| YTD | -33.3% | +61.7% | -94.9% | -25.3% |
| 1Y | -43.4% | +50.3% | -93.7% | -36.6% |
| All | -43.4% | +51.3% | -94.6% | -36.6% |
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