-74.3%
GRAB vs COPX
+270.2%
-344.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -10.8% | -2.3% | -8.5% | -10.3% |
| 30D | -15.5% | +0.3% | -15.8% | -16.0% |
| 3M | -9.0% | +6.8% | -15.8% | -12.3% |
| 6M | -21.6% | +7.9% | -29.5% | -25.8% |
| YTD | -38.9% | +23.7% | -62.6% | -46.3% |
| 1Y | -44.8% | +71.5% | -116.4% | -58.0% |
| 3Y | -18.4% | +149.1% | -167.5% | -49.6% |
| 5Y | -71.6% | +167.3% | -239.0% | -83.3% |
| All | -74.3% | +270.2% | -344.5% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling