+101.1%
CNP vs GRAB
-71.2%
+172.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | -5.3% | +6.4% | +1.2% |
| 30D | -1.8% | -8.6% | +6.7% | -1.7% |
| 3M | -4.6% | -1.2% | -3.5% | -4.7% |
| 6M | -8.8% | -16.6% | +7.7% | -8.6% |
| YTD | +5.2% | -31.5% | +36.7% | +5.8% |
| 1Y | +8.3% | -32.3% | +40.6% | +8.8% |
| 3Y | +54.9% | -10.7% | +65.6% | +54.6% |
| 5Y | +73.5% | -67.9% | +141.4% | +72.1% |
| All | +101.1% | -71.2% | +172.3% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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