-74.3%
GRAB vs CRS
+1,813.4%
-1,887.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.6% |
| 7D | -10.8% | -6.8% | -4.1% | -9.4% |
| 30D | -15.5% | -16.1% | +0.6% | -12.3% |
| 3M | -9.0% | -21.2% | +12.2% | -4.7% |
| 6M | -21.6% | +8.7% | -30.3% | -23.9% |
| YTD | -38.9% | +41.0% | -79.9% | -44.3% |
| 1Y | -44.8% | +82.7% | -127.5% | -52.9% |
| 3Y | -18.4% | +604.8% | -623.2% | -47.3% |
| 5Y | -71.6% | +1,384.7% | -1,456.3% | -83.7% |
| All | -74.3% | +1,813.4% | -1,887.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling