-43.2%
GRAB vs CF
+63.1%
-106.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.5% |
| 7D | -12.0% | -2.0% | -10.0% | -12.3% |
| 30D | -19.5% | +15.3% | -34.8% | -16.9% |
| 3M | -8.0% | +24.3% | -32.2% | -3.5% |
| 6M | -22.2% | +23.9% | -46.1% | -18.9% |
| YTD | -39.7% | +77.3% | -116.9% | -36.2% |
| 1Y | -43.2% | +58.7% | -101.9% | -38.3% |
| All | -43.2% | +63.1% | -106.4% | -38.3% |
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