-44.8%
GRAB vs CAPR
+37.0%
-81.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -10.8% | -11.0% | +0.1% | -10.8% |
| 30D | -15.5% | +99.8% | -115.3% | -15.5% |
| 3M | -9.0% | -66.6% | +57.6% | -8.8% |
| 6M | -21.6% | -75.1% | +53.5% | -21.5% |
| YTD | -38.9% | -71.0% | +32.1% | -38.8% |
| 1Y | -44.8% | +30.0% | -74.8% | -43.0% |
| All | -44.8% | +37.0% | -81.8% | -43.0% |
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