-72.0%
GRAB vs CRL
-38.6%
-33.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -12.0% | -6.9% | -5.1% | -10.1% |
| 30D | -19.5% | -3.2% | -16.3% | -18.8% |
| 3M | -8.0% | +46.5% | -54.5% | -18.1% |
| 6M | -22.2% | +63.1% | -85.3% | -33.6% |
| YTD | -39.7% | +36.9% | -76.5% | -46.1% |
| 1Y | -43.2% | +78.1% | -121.3% | -53.6% |
| 3Y | -19.1% | +36.7% | -55.8% | -33.2% |
| 5Y | -72.0% | -38.1% | -33.9% | -71.0% |
| All | -72.0% | -38.6% | -33.4% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling