-72.2%
GRAB vs CVE
+142.8%
-215.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +25.8% | -16.1% | +42.0% | +29.6% |
| 30D | +10.7% | -10.4% | +21.1% | +12.3% |
| 3M | -7.1% | -2.4% | -4.7% | -7.9% |
| 6M | -9.5% | -4.4% | -5.1% | -10.6% |
| YTD | -31.7% | +64.9% | -96.6% | -42.4% |
| 1Y | -39.4% | +66.0% | -105.5% | -49.1% |
| 3Y | +8.6% | +57.7% | -49.1% | -11.2% |
| All | -72.2% | +142.8% | -215.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling