-72.7%
GRAB vs CNH
+59.3%
-131.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.6% | +0.6% | -3.6% |
| 7D | -6.1% | +8.8% | -14.9% | -8.1% |
| 30D | -11.2% | +24.7% | -35.9% | -16.4% |
| 3M | -2.4% | +27.3% | -29.7% | -9.0% |
| 6M | -18.3% | +23.2% | -41.5% | -23.6% |
| YTD | -34.9% | +48.9% | -83.8% | -42.6% |
| 1Y | -37.4% | +19.4% | -56.8% | -41.4% |
| 3Y | -12.6% | +7.8% | -20.4% | -17.4% |
| 5Y | -69.7% | +8.7% | -78.5% | -72.0% |
| All | -72.7% | +59.3% | -131.9% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling