-72.8%
GRAB vs CAPR
+128.5%
-201.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | -5.0% | +5.9% | -10.9% | -5.1% |
| 30D | +11.3% | +44.6% | -33.3% | +10.7% |
| 3M | -12.4% | +126.4% | -138.8% | -13.5% |
| 6M | -10.7% | -68.6% | +57.8% | -10.3% |
| YTD | -35.1% | -67.0% | +31.9% | -34.9% |
| 1Y | -41.5% | +65.2% | -106.7% | -44.3% |
| 3Y | -2.7% | +235.6% | -238.3% | -21.2% |
| 5Y | -80.2% | +175.4% | -255.6% | -85.4% |
| All | -72.8% | +128.5% | -201.3% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling