-18.4%
GRAB vs CRL
+38.6%
-57.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -10.8% | -3.5% | -7.3% | -10.2% |
| 30D | -15.5% | -2.1% | -13.4% | -15.2% |
| 3M | -9.0% | +48.0% | -56.9% | -15.4% |
| 6M | -21.6% | +64.7% | -86.3% | -28.9% |
| YTD | -38.9% | +39.5% | -78.4% | -43.1% |
| 1Y | -44.8% | +74.2% | -119.0% | -50.8% |
| 3Y | -18.4% | +39.4% | -57.8% | -29.1% |
| All | -18.4% | +38.6% | -57.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling