-74.3%
GRAB vs CLBK
+76.2%
-150.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -10.8% | -1.5% | -9.4% | -10.6% |
| 30D | -15.5% | -1.0% | -14.5% | -15.4% |
| 3M | -9.0% | +22.9% | -31.9% | -11.8% |
| 6M | -21.6% | +44.2% | -65.8% | -25.9% |
| YTD | -38.9% | +64.0% | -102.8% | -43.3% |
| 1Y | -44.8% | +65.7% | -110.5% | -49.0% |
| 3Y | -18.4% | +54.1% | -72.5% | -25.2% |
| 5Y | -71.6% | +44.7% | -116.3% | -72.0% |
| All | -74.3% | +76.2% | -150.6% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling