-41.9%
GRAB vs CLX
-6.5%
-35.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.0% | +5.8% |
| 7D | +22.2% | +14.2% | +8.0% | +17.7% |
| 30D | +6.0% | +22.7% | -16.7% | +0.4% |
| 3M | -9.7% | -2.8% | -6.9% | -10.7% |
| 6M | -7.2% | +17.7% | -24.9% | -10.0% |
| YTD | -32.7% | +3.3% | -36.0% | -33.8% |
| 1Y | -41.9% | -5.6% | -36.3% | -43.3% |
| All | -41.9% | -6.5% | -35.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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