-41.9%
GRAB vs COPX
+31.7%
-73.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.0% | +3.7% | +6.9% |
| 7D | +22.2% | -3.0% | +25.1% | +22.9% |
| 30D | +6.0% | -13.6% | +19.6% | +9.1% |
| 3M | -9.7% | -11.2% | +1.6% | -7.9% |
| 6M | -7.2% | -2.4% | -4.8% | -8.3% |
| YTD | -32.7% | +4.2% | -36.9% | -40.6% |
| 1Y | -41.9% | +32.2% | -74.1% | -58.3% |
| All | -41.9% | +31.7% | -73.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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