-21.6%
GRAB vs CGNX
+27.0%
-48.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.5% |
| 7D | -10.8% | +3.2% | -14.0% | -11.4% |
| 30D | -15.5% | +6.0% | -21.5% | -16.7% |
| 3M | -9.0% | +3.5% | -12.5% | -11.3% |
| 6M | -21.6% | +26.3% | -47.9% | -31.8% |
| All | -21.6% | +27.0% | -48.6% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling