-5.1%
COF vs GRAB
-39.6%
+34.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -3.0% |
| 7D | +0.7% | +22.2% | -21.5% | -4.6% |
| 30D | +5.7% | +6.0% | -0.3% | +4.0% |
| 3M | -6.7% | -9.7% | +3.0% | -3.5% |
| 6M | +9.5% | -7.2% | +16.7% | +11.6% |
| YTD | -13.9% | -32.7% | +18.8% | -6.6% |
| 1Y | -5.1% | -41.9% | +36.9% | +5.4% |
| All | -5.1% | -39.6% | +34.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling