-32.3%
GRAB vs CMS
-1.9%
-30.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.3% | +0.4% | -5.6% | -5.2% |
| 30D | -8.6% | -3.6% | -5.0% | -8.9% |
| 3M | -1.2% | -1.9% | +0.8% | -1.3% |
| 6M | -16.6% | -11.0% | -5.6% | -17.3% |
| YTD | -31.5% | +0.2% | -31.7% | -30.9% |
| 1Y | -32.3% | -1.3% | -31.0% | -28.5% |
| All | -32.3% | -1.9% | -30.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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