-71.2%
GRAB vs CRS
+1,363.4%
-1,434.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.6% |
| 7D | -10.8% | -6.8% | -4.1% | -9.2% |
| 30D | -15.5% | -16.1% | +0.6% | -11.7% |
| 3M | -9.0% | -21.2% | +12.2% | -3.8% |
| 6M | -21.6% | +8.7% | -30.3% | -24.4% |
| YTD | -38.9% | +41.0% | -79.9% | -45.5% |
| 1Y | -44.8% | +82.7% | -127.5% | -54.7% |
| 3Y | -18.4% | +604.8% | -623.2% | -54.1% |
| All | -71.2% | +1,363.4% | -1,434.6% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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