+155.5%
COF vs GRAB
-74.7%
+230.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -6.1% | -12.0% | +5.9% | -4.7% |
| 30D | -5.2% | -19.5% | +14.4% | -2.8% |
| 3M | +17.0% | -8.0% | +25.0% | +18.0% |
| 6M | +12.9% | -22.2% | +35.1% | +16.0% |
| YTD | -13.5% | -39.7% | +26.1% | -8.8% |
| 1Y | -5.9% | -43.2% | +37.3% | -0.3% |
| 3Y | +117.1% | -19.1% | +136.2% | +120.2% |
| 5Y | +45.4% | -72.0% | +117.4% | +44.9% |
| All | +155.5% | -74.7% | +230.2% | +154.5% |
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