-41.9%
GRAB vs CRL
+85.3%
-127.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -7.3% | +15.0% | +8.9% |
| 7D | +22.2% | -12.8% | +34.9% | +24.8% |
| 30D | +6.0% | +5.0% | +1.0% | +4.1% |
| 3M | -9.7% | +39.4% | -49.0% | -16.6% |
| 6M | -7.2% | +89.4% | -96.5% | -19.7% |
| YTD | -32.7% | +63.6% | -96.2% | -41.1% |
| 1Y | -41.9% | +83.5% | -125.4% | -51.1% |
| All | -41.9% | +85.3% | -127.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling