-41.9%
GRAB vs CLBK
+65.7%
-107.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.6% |
| 7D | +22.2% | +4.6% | +17.6% | +21.8% |
| 30D | +6.0% | -1.5% | +7.5% | +6.1% |
| 3M | -9.7% | +4.4% | -14.1% | -10.4% |
| 6M | -7.2% | +31.7% | -38.9% | -11.2% |
| YTD | -32.7% | +58.7% | -91.4% | -35.3% |
| 1Y | -41.9% | +64.9% | -106.8% | -44.2% |
| All | -41.9% | +65.7% | -107.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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