-71.2%
GRAB vs CVE
+612.1%
-683.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.3% | +2.5% | -7.8% | -5.7% |
| 30D | -8.6% | +16.7% | -25.3% | -11.3% |
| 3M | -1.2% | +9.3% | -10.4% | -3.3% |
| 6M | -16.6% | +43.6% | -60.2% | -23.5% |
| YTD | -31.5% | +93.6% | -125.0% | -41.5% |
| 1Y | -32.3% | +98.8% | -131.0% | -42.6% |
| 3Y | -10.7% | +73.6% | -84.3% | -24.7% |
| 5Y | -67.9% | +312.5% | -380.3% | -74.9% |
| All | -71.2% | +612.1% | -683.3% | -77.5% |
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