-71.2%
GRAB vs CF
+298.1%
-369.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -5.3% | +6.0% | -11.3% | -5.3% |
| 30D | -8.6% | +14.8% | -23.4% | -8.7% |
| 3M | -1.2% | +14.1% | -15.2% | -1.3% |
| 6M | -16.6% | +28.5% | -45.1% | -17.6% |
| YTD | -31.5% | +74.9% | -106.4% | -33.7% |
| 1Y | -32.3% | +61.7% | -94.0% | -34.1% |
| 3Y | -10.7% | +80.3% | -91.0% | -13.7% |
| 5Y | -67.9% | +226.0% | -293.8% | -69.9% |
| All | -71.2% | +298.1% | -369.4% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling