-32.3%
GRAB vs CAPR
+48.7%
-81.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -5.3% | -2.0% | -3.3% | -5.3% |
| 30D | -8.6% | +139.2% | -147.7% | -8.5% |
| 3M | -1.2% | -66.4% | +65.2% | -1.0% |
| 6M | -16.6% | -63.1% | +46.6% | -16.5% |
| YTD | -31.5% | -67.4% | +36.0% | -31.4% |
| 1Y | -32.3% | +58.2% | -90.5% | -29.9% |
| All | -32.3% | +48.7% | -81.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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