-74.4%
GRAB vs CVE
+636.0%
-710.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.6% |
| 7D | -13.9% | +2.0% | -15.9% | -14.2% |
| 30D | -17.2% | +13.2% | -30.4% | -19.2% |
| 3M | -7.9% | +21.7% | -29.6% | -11.7% |
| 6M | -23.2% | +48.4% | -71.6% | -30.0% |
| YTD | -39.1% | +100.1% | -139.2% | -48.3% |
| 1Y | -42.5% | +107.8% | -150.4% | -51.7% |
| 3Y | -18.3% | +76.9% | -95.2% | -31.3% |
| 5Y | -71.7% | +346.2% | -418.0% | -78.1% |
| All | -74.4% | +636.0% | -710.5% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling