-74.3%
GRAB vs CNH
+59.0%
-133.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -10.8% | -5.7% | -5.1% | -9.5% |
| 30D | -15.5% | +26.6% | -42.1% | -20.8% |
| 3M | -9.0% | +31.1% | -40.0% | -15.7% |
| 6M | -21.6% | +24.9% | -46.5% | -27.0% |
| YTD | -38.9% | +48.7% | -87.6% | -46.1% |
| 1Y | -44.8% | +22.2% | -67.0% | -48.7% |
| 3Y | -18.4% | +7.4% | -25.9% | -22.9% |
| 5Y | -71.6% | +10.8% | -82.5% | -73.9% |
| All | -74.3% | +59.0% | -133.4% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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