-69.7%
GRAB vs CF
+222.3%
-292.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.0% |
| 7D | -6.1% | -0.9% | -5.1% | -6.1% |
| 30D | -11.2% | +18.1% | -29.3% | -11.2% |
| 3M | -2.4% | +23.4% | -25.8% | -2.5% |
| 6M | -18.3% | +17.1% | -35.4% | -18.8% |
| YTD | -34.9% | +76.2% | -111.1% | -36.8% |
| 1Y | -37.4% | +62.3% | -99.6% | -38.9% |
| 3Y | -12.6% | +71.8% | -84.5% | -15.2% |
| 5Y | -69.7% | +234.6% | -304.3% | -71.1% |
| All | -69.7% | +222.3% | -292.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling