-71.2%
GRAB vs CFG
+165.2%
-236.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.3% | +1.5% | -6.8% | -5.7% |
| 30D | -8.6% | -3.8% | -4.7% | -7.5% |
| 3M | -1.2% | +11.5% | -12.6% | -4.5% |
| 6M | -16.6% | +19.2% | -35.8% | -21.0% |
| YTD | -31.5% | +23.7% | -55.2% | -35.9% |
| 1Y | -32.3% | +38.8% | -71.1% | -38.9% |
| 3Y | -10.7% | +178.9% | -189.6% | -34.7% |
| 5Y | -67.9% | +101.8% | -169.6% | -74.9% |
| All | -71.2% | +165.2% | -236.4% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling