-72.8%
GRAB vs CFG
+146.4%
-219.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -5.0% | +3.2% | -8.2% | -5.9% |
| 30D | +11.3% | +5.1% | +6.2% | +9.7% |
| 3M | -12.4% | -11.2% | -1.2% | -9.4% |
| 6M | -10.7% | +9.6% | -20.3% | -13.4% |
| YTD | -35.1% | +15.0% | -50.0% | -38.0% |
| 1Y | -41.5% | +29.9% | -71.4% | -46.2% |
| 3Y | -2.7% | +192.1% | -194.8% | -29.5% |
| 5Y | -80.2% | +62.3% | -142.5% | -84.0% |
| All | -72.8% | +146.4% | -219.2% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling