-72.0%
GRAB vs CNH
+8.8%
-80.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | -12.0% | -2.5% | -9.5% | -11.5% |
| 30D | -19.5% | +27.0% | -46.5% | -24.8% |
| 3M | -8.0% | +32.6% | -40.6% | -15.4% |
| 6M | -22.2% | +23.6% | -45.8% | -27.6% |
| YTD | -39.7% | +47.8% | -87.5% | -47.2% |
| 1Y | -43.2% | +21.3% | -64.5% | -47.3% |
| 3Y | -19.1% | +7.0% | -26.0% | -23.5% |
| 5Y | -72.0% | +10.2% | -82.2% | -74.5% |
| All | -72.0% | +8.8% | -80.8% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling