-71.2%
GRAB vs CNI
+12.6%
-83.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -10.8% | -0.4% | -10.4% | -10.6% |
| 30D | -15.5% | -2.7% | -12.8% | -14.5% |
| 3M | -9.0% | +3.9% | -12.9% | -10.9% |
| 6M | -21.6% | +16.4% | -37.9% | -27.6% |
| YTD | -38.9% | +25.8% | -64.7% | -45.9% |
| 1Y | -44.8% | +32.4% | -77.2% | -52.6% |
| 3Y | -18.4% | +19.1% | -37.5% | -28.4% |
| All | -71.2% | +12.6% | -83.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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