-74.7%
GRAB vs CMS
+30.7%
-105.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -12.0% | -1.3% | -10.7% | -12.0% |
| 30D | -19.5% | -2.8% | -16.7% | -19.6% |
| 3M | -8.0% | -7.1% | -0.8% | -8.2% |
| 6M | -22.2% | -10.0% | -12.2% | -22.4% |
| YTD | -39.7% | -0.9% | -38.7% | -39.7% |
| 1Y | -43.2% | -2.0% | -41.2% | -43.2% |
| 3Y | -19.1% | +33.0% | -52.1% | -17.5% |
| 5Y | -72.0% | +24.3% | -96.3% | -71.5% |
| All | -74.7% | +30.7% | -105.4% | -74.4% |
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