-74.3%
GRAB vs CGNX
-10.4%
-64.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.2% |
| 7D | -10.8% | +3.2% | -14.0% | -11.6% |
| 30D | -15.5% | +6.0% | -21.5% | -17.2% |
| 3M | -9.0% | +3.5% | -12.5% | -10.8% |
| 6M | -21.6% | +26.3% | -47.9% | -28.0% |
| YTD | -38.9% | +79.2% | -118.1% | -51.2% |
| 1Y | -44.8% | +43.8% | -88.6% | -52.9% |
| 3Y | -18.4% | +52.0% | -70.4% | -36.9% |
| 5Y | -71.6% | -24.0% | -47.6% | -71.1% |
| All | -74.3% | -10.4% | -64.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling