-31.7%
CPRT vs GRAB
-19.7%
-11.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -8.4% | -12.0% | +3.6% | -7.8% |
| 30D | +4.6% | -19.5% | +24.1% | +5.8% |
| 3M | -1.9% | -8.0% | +6.0% | -1.6% |
| 6M | -15.3% | -22.2% | +6.9% | -14.3% |
| YTD | -21.5% | -39.7% | +18.2% | -19.5% |
| 1Y | -36.6% | -43.2% | +6.6% | -35.0% |
| All | -31.7% | -19.7% | -11.9% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling