-72.8%
GRAB vs CP
+52.0%
-124.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.0% | +2.1% | -7.1% | -5.7% |
| 30D | +11.3% | +9.3% | +2.0% | +7.8% |
| 3M | -12.4% | +0.5% | -12.9% | -12.6% |
| 6M | -10.7% | +10.4% | -21.2% | -14.2% |
| YTD | -35.1% | +28.7% | -63.8% | -41.3% |
| 1Y | -41.5% | +33.2% | -74.7% | -47.8% |
| 3Y | -2.7% | +38.4% | -41.1% | -15.5% |
| 5Y | -80.2% | +26.2% | -106.4% | -82.4% |
| All | -72.8% | +52.0% | -124.8% | -78.5% |
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