-32.5%
CPRT vs GRAB
-30.1%
-2.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -5.3% | +7.5% | +2.1% |
| 30D | +16.6% | -8.6% | +25.2% | +16.4% |
| 3M | +9.6% | -1.2% | +10.7% | +9.6% |
| 6M | -11.1% | -16.6% | +5.5% | -12.0% |
| YTD | -13.9% | -31.5% | +17.6% | -16.2% |
| 1Y | -32.5% | -32.3% | -0.2% | -32.4% |
| All | -32.5% | -30.1% | -2.5% | -32.4% |
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