+4.6%
GRAB vs CART
+112.9%
-108.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +20.3% | +1.5% | +18.8% | +20.1% |
| 30D | +7.8% | +22.4% | -14.6% | +5.5% |
| 3M | -6.0% | +16.5% | -22.5% | -7.6% |
| 6M | -7.5% | +44.9% | -52.4% | -10.9% |
| YTD | -31.1% | +30.0% | -61.0% | -33.0% |
| 1Y | -38.1% | +59.1% | -97.2% | -41.1% |
| 3Y | +4.6% | +138.8% | -134.2% | -0.3% |
| All | +4.6% | +112.9% | -108.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling