+3.9%
CPRT vs GRAB
-74.3%
+78.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -11.2% | -10.8% | -0.4% | -10.3% |
| 30D | +3.3% | -15.5% | +18.8% | +4.8% |
| 3M | -3.6% | -9.0% | +5.4% | -2.9% |
| 6M | -15.8% | -21.6% | +5.8% | -14.1% |
| YTD | -23.5% | -38.9% | +15.4% | -20.4% |
| 1Y | -38.8% | -44.8% | +6.1% | -35.9% |
| 3Y | -33.4% | -18.4% | -15.0% | -34.2% |
| 5Y | -16.4% | -71.6% | +55.3% | -18.2% |
| All | +3.9% | -74.3% | +78.3% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling