-71.7%
GRAB vs CP
+30.0%
-101.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.0% |
| 7D | -13.9% | +0.6% | -14.5% | -14.1% |
| 30D | -17.2% | -0.5% | -16.7% | -17.0% |
| 3M | -7.9% | +0.1% | -8.0% | -8.2% |
| 6M | -23.2% | +7.8% | -31.0% | -26.0% |
| YTD | -39.1% | +22.9% | -61.9% | -44.7% |
| 1Y | -42.5% | +21.3% | -63.8% | -47.6% |
| 3Y | -18.3% | +20.4% | -38.6% | -26.9% |
| 5Y | -71.7% | +34.9% | -106.7% | -75.2% |
| All | -71.7% | +30.0% | -101.7% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling