-74.3%
GRAB vs CPAY
+52.0%
-126.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -10.8% | -2.0% | -8.9% | -10.1% |
| 30D | -15.5% | -0.4% | -15.2% | -15.4% |
| 3M | -9.0% | +16.4% | -25.3% | -14.7% |
| 6M | -21.6% | +23.5% | -45.1% | -28.8% |
| YTD | -38.9% | +35.7% | -74.5% | -47.6% |
| 1Y | -44.8% | +30.2% | -75.0% | -52.1% |
| 3Y | -18.4% | +49.7% | -68.2% | -36.1% |
| 5Y | -71.6% | +56.6% | -128.2% | -79.0% |
| All | -74.3% | +52.0% | -126.3% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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