-71.2%
GRAB vs CAPR
+125.4%
-196.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -5.3% | -2.0% | -3.3% | -5.2% |
| 30D | -8.6% | +139.2% | -147.7% | -9.6% |
| 3M | -1.2% | -66.4% | +65.2% | -0.6% |
| 6M | -16.6% | -63.1% | +46.6% | -16.3% |
| YTD | -31.5% | -67.4% | +36.0% | -31.1% |
| 1Y | -32.3% | +58.2% | -90.5% | -35.5% |
| 3Y | -10.7% | +42.2% | -52.9% | -22.7% |
| 5Y | -67.9% | +87.3% | -155.1% | -75.3% |
| All | -71.2% | +125.4% | -196.7% | -79.1% |
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