-74.3%
GRAB vs CP
+43.8%
-118.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -10.8% | -2.6% | -8.2% | -9.9% |
| 30D | -15.5% | -3.7% | -11.8% | -14.4% |
| 3M | -9.0% | +0.1% | -9.1% | -9.2% |
| 6M | -21.6% | +7.8% | -29.4% | -24.1% |
| YTD | -38.9% | +21.7% | -60.6% | -43.6% |
| 1Y | -44.8% | +18.6% | -63.5% | -48.7% |
| 3Y | -18.4% | +17.5% | -36.0% | -25.0% |
| 5Y | -71.6% | +35.4% | -107.0% | -74.6% |
| All | -74.3% | +43.8% | -118.1% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling