+43.1%
COF vs GRAB
-71.8%
+114.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.4% |
| 7D | -5.1% | -10.8% | +5.7% | -3.7% |
| 30D | -6.0% | -15.5% | +9.5% | -4.0% |
| 3M | +14.8% | -9.0% | +23.8% | +16.1% |
| 6M | +15.3% | -21.6% | +36.9% | +18.8% |
| YTD | -13.0% | -38.9% | +25.8% | -7.9% |
| 1Y | -5.7% | -44.8% | +39.1% | +0.9% |
| 3Y | +118.1% | -18.4% | +136.6% | +121.1% |
| All | +43.1% | -71.8% | +114.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling