-74.3%
GRAB vs CLX
-47.4%
-26.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.3% |
| 7D | -10.8% | -5.7% | -5.1% | -10.9% |
| 30D | -15.5% | -17.0% | +1.5% | -15.8% |
| 3M | -9.0% | -9.7% | +0.7% | -9.1% |
| 6M | -21.6% | -19.8% | -1.8% | -22.4% |
| YTD | -38.9% | -9.8% | -29.0% | -38.9% |
| 1Y | -44.8% | -26.2% | -18.7% | -45.5% |
| 3Y | -18.4% | -36.2% | +17.7% | -20.8% |
| 5Y | -71.6% | -38.3% | -33.3% | -73.5% |
| All | -74.3% | -47.4% | -26.9% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling