-71.1%
GRAB vs CF
+256.1%
-327.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +20.3% | -0.9% | +21.2% | +20.3% |
| 30D | +7.8% | +6.9% | +0.9% | +7.8% |
| 3M | -6.0% | +4.8% | -10.9% | -6.1% |
| 6M | -7.5% | +4.7% | -12.2% | -7.7% |
| YTD | -31.1% | +56.5% | -87.5% | -33.3% |
| 1Y | -38.1% | +48.4% | -86.5% | -39.9% |
| 3Y | +4.6% | +59.1% | -54.6% | +1.1% |
| 5Y | -77.9% | +109.5% | -187.5% | -78.8% |
| All | -71.1% | +256.1% | -327.2% | -73.6% |
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 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