-71.2%
GRAB vs CLX
-38.5%
-32.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.4% |
| 7D | -10.8% | -5.7% | -5.1% | -10.5% |
| 30D | -15.5% | -17.0% | +1.5% | -14.8% |
| 3M | -9.0% | -9.7% | +0.7% | -8.5% |
| 6M | -21.6% | -19.8% | -1.8% | -21.3% |
| YTD | -38.9% | -9.8% | -29.0% | -38.7% |
| 1Y | -44.8% | -26.2% | -18.7% | -44.5% |
| 3Y | -18.4% | -36.2% | +17.7% | -18.7% |
| All | -71.2% | -38.5% | -32.7% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling