-71.8%
GRAB vs CVE
+511.6%
-583.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +7.4% | -10.0% | +17.4% | +9.0% |
| 30D | +5.0% | -11.9% | +16.9% | +6.6% |
| 3M | -8.7% | -5.9% | -2.8% | -8.7% |
| 6M | -9.9% | -1.6% | -8.4% | -11.3% |
| YTD | -32.9% | +66.3% | -99.1% | -41.6% |
| 1Y | -43.2% | +57.5% | -100.7% | -50.0% |
| 3Y | +2.4% | +65.4% | -63.0% | -13.6% |
| 5Y | -77.9% | +144.2% | -222.1% | -82.2% |
| All | -71.8% | +511.6% | -583.4% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling