-74.3%
GRAB vs CFG
+164.0%
-238.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -10.8% | -0.4% | -10.4% | -10.7% |
| 30D | -15.5% | -4.6% | -10.9% | -14.3% |
| 3M | -9.0% | +6.7% | -15.6% | -10.8% |
| 6M | -21.6% | +22.1% | -43.7% | -26.3% |
| YTD | -38.9% | +23.2% | -62.1% | -42.8% |
| 1Y | -44.8% | +40.3% | -85.1% | -50.4% |
| 3Y | -18.4% | +187.9% | -206.3% | -40.8% |
| 5Y | -71.6% | +102.0% | -173.6% | -77.8% |
| All | -74.3% | +164.0% | -238.4% | -81.2% |
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