-74.4%
GRAB vs CLBK
+75.5%
-149.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.3% |
| 7D | -13.9% | -1.5% | -12.4% | -13.7% |
| 30D | -17.2% | +6.7% | -23.8% | -18.0% |
| 3M | -7.9% | +21.2% | -29.0% | -10.6% |
| 6M | -23.2% | +42.0% | -65.2% | -27.3% |
| YTD | -39.1% | +63.3% | -102.3% | -43.5% |
| 1Y | -42.5% | +65.4% | -107.9% | -46.9% |
| 3Y | -18.3% | +52.5% | -70.7% | -25.0% |
| 5Y | -71.7% | +42.0% | -113.7% | -72.1% |
| All | -74.4% | +75.5% | -149.9% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling