-19.5%
GRAB vs CFG
+183.3%
-202.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -12.0% | -1.7% | -10.3% | -11.4% |
| 30D | -19.5% | -4.6% | -14.9% | -18.2% |
| 3M | -8.0% | +7.9% | -15.8% | -10.5% |
| 6M | -22.2% | +19.9% | -42.1% | -27.2% |
| YTD | -39.7% | +21.7% | -61.4% | -44.0% |
| 1Y | -43.2% | +38.4% | -81.6% | -49.6% |
| All | -19.5% | +183.3% | -202.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling