-71.2%
GRAB vs CP
+47.6%
-118.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | -2.7% | -2.6% | -4.4% |
| 30D | -8.6% | +0.2% | -8.7% | -8.7% |
| 3M | -1.2% | +2.6% | -3.7% | -2.3% |
| 6M | -16.6% | +6.0% | -22.6% | -18.7% |
| YTD | -31.5% | +24.9% | -56.4% | -37.4% |
| 1Y | -32.3% | +20.1% | -52.4% | -37.2% |
| 3Y | -10.7% | +16.4% | -27.1% | -17.6% |
| 5Y | -67.9% | +31.7% | -99.6% | -71.4% |
| All | -71.2% | +47.6% | -118.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling