-74.3%
GRAB vs CRL
+17.6%
-91.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | -10.8% | -3.5% | -7.3% | -9.8% |
| 30D | -15.5% | -2.1% | -13.4% | -14.9% |
| 3M | -9.0% | +48.0% | -56.9% | -20.0% |
| 6M | -21.6% | +64.7% | -86.3% | -34.1% |
| YTD | -38.9% | +39.5% | -78.4% | -46.1% |
| 1Y | -44.8% | +74.2% | -119.0% | -55.3% |
| 3Y | -18.4% | +39.4% | -57.8% | -34.1% |
| 5Y | -71.6% | -36.9% | -34.7% | -67.0% |
| All | -74.3% | +17.6% | -91.9% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling