-4.0%
GRAB vs CART
+39.2%
-43.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | +5.0% | +22.4% | -17.4% | +2.7% |
| 3M | -8.7% | +15.6% | -24.4% | -10.2% |
| 6M | -9.9% | +44.9% | -54.9% | -13.3% |
| YTD | -32.9% | +30.0% | -62.9% | -34.8% |
| 1Y | -43.2% | +56.6% | -99.9% | -46.0% |
| 3Y | +2.4% | +131.9% | -129.5% | -5.1% |
| All | -4.0% | +39.2% | -43.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling