-72.8%
GRAB vs CMS
+37.1%
-109.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | -5.0% | +1.7% | -6.7% | -4.9% |
| 30D | +11.3% | +6.2% | +5.2% | +11.6% |
| 3M | -12.4% | +0.6% | -13.1% | -12.4% |
| 6M | -10.7% | -1.8% | -9.0% | -10.7% |
| YTD | -35.1% | +3.8% | -38.9% | -34.9% |
| 1Y | -41.5% | -1.8% | -39.7% | -41.5% |
| 3Y | -2.7% | +39.8% | -42.5% | -0.7% |
| 5Y | -80.2% | +37.1% | -117.3% | -79.4% |
| All | -72.8% | +37.1% | -109.8% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling