-74.3%
GRAB vs CPB
-47.6%
-26.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | -10.8% | -1.8% | -9.0% | -11.0% |
| 30D | -15.5% | -7.1% | -8.4% | -16.3% |
| 3M | -9.0% | -6.0% | -2.9% | -9.7% |
| 6M | -21.6% | -5.3% | -16.3% | -22.1% |
| YTD | -38.9% | -20.8% | -18.0% | -41.3% |
| 1Y | -44.8% | -33.8% | -11.0% | -48.9% |
| 3Y | -18.4% | -43.7% | +25.3% | -26.4% |
| 5Y | -71.6% | -40.7% | -30.9% | -71.1% |
| All | -74.3% | -47.6% | -26.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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