-71.2%
GRAB vs CMS
+32.3%
-103.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.3% | +0.4% | -5.6% | -5.3% |
| 30D | -8.6% | -3.6% | -5.0% | -8.7% |
| 3M | -1.2% | -1.9% | +0.8% | -1.2% |
| 6M | -16.6% | -11.0% | -5.6% | -16.9% |
| YTD | -31.5% | +0.2% | -31.7% | -31.4% |
| 1Y | -32.3% | -1.3% | -31.0% | -32.2% |
| 3Y | -10.7% | +35.9% | -46.6% | -8.9% |
| 5Y | -67.9% | +23.1% | -90.9% | -67.5% |
| All | -71.2% | +32.3% | -103.5% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling