-74.4%
GRAB vs CRL
+17.6%
-92.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -13.9% | -4.6% | -9.3% | -12.6% |
| 30D | -17.2% | +0.5% | -17.7% | -17.3% |
| 3M | -7.9% | +46.6% | -54.5% | -18.8% |
| 6M | -23.2% | +57.3% | -80.5% | -34.5% |
| YTD | -39.1% | +39.5% | -78.6% | -46.3% |
| 1Y | -42.5% | +76.9% | -119.4% | -53.7% |
| 3Y | -18.3% | +39.4% | -57.6% | -34.0% |
| 5Y | -71.7% | -37.2% | -34.6% | -67.0% |
| All | -74.4% | +17.6% | -92.1% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling