-43.2%
GRAB vs CART
+51.1%
-94.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.6% |
| 3M | -8.7% | +15.6% | -24.4% | -10.3% |
| 6M | -9.9% | +44.9% | -54.9% | -12.4% |
| YTD | -32.9% | +30.0% | -62.9% | -34.5% |
| 1Y | -43.2% | +56.6% | -99.9% | -46.1% |
| All | -43.2% | +51.1% | -94.3% | -46.1% |
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