-71.7%
GRAB vs CFG
+95.4%
-167.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -13.9% | -0.6% | -13.3% | -13.7% |
| 30D | -17.2% | -4.5% | -12.6% | -15.9% |
| 3M | -7.9% | +6.3% | -14.2% | -9.8% |
| 6M | -23.2% | +20.6% | -43.8% | -28.0% |
| YTD | -39.1% | +21.2% | -60.3% | -43.1% |
| 1Y | -42.5% | +38.2% | -80.7% | -48.6% |
| 3Y | -18.3% | +185.9% | -204.2% | -42.9% |
| All | -71.7% | +95.4% | -167.1% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling