-42.5%
GRAB vs CART
+3.4%
-45.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.6% | -6.1% |
| 7D | -13.9% | -9.5% | -4.4% | -13.0% |
| 30D | -17.2% | -7.8% | -9.4% | -16.5% |
| 3M | -7.9% | +10.4% | -18.3% | -8.2% |
| 6M | -23.2% | +20.1% | -43.3% | -23.8% |
| YTD | -39.1% | +3.7% | -42.8% | -38.7% |
| 1Y | -42.5% | +2.6% | -45.1% | -42.5% |
| All | -42.5% | +3.4% | -45.9% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling