-40.4%
GRAB vs CGNX
+33.1%
-73.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -8.7% | +16.4% | +8.4% |
| 7D | +22.2% | -9.2% | +31.4% | +23.0% |
| 30D | +6.0% | -17.6% | +23.6% | +7.7% |
| 3M | -9.7% | -25.7% | +16.0% | -7.2% |
| 6M | -7.2% | -5.5% | -1.7% | -7.8% |
| YTD | -32.7% | +48.1% | -80.8% | -38.0% |
| All | -40.4% | +33.1% | -73.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling