-72.0%
GRAB vs CPB
-40.6%
-31.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -1.4% |
| 7D | -12.0% | -5.4% | -6.6% | -12.4% |
| 30D | -19.5% | -7.8% | -11.7% | -20.0% |
| 3M | -8.0% | -6.9% | -1.0% | -8.5% |
| 6M | -22.2% | -12.2% | -10.0% | -23.3% |
| YTD | -39.7% | -21.1% | -18.6% | -41.5% |
| 1Y | -43.2% | -33.5% | -9.7% | -46.2% |
| 3Y | -19.1% | -43.2% | +24.1% | -24.8% |
| 5Y | -72.0% | -40.9% | -31.1% | -67.6% |
| All | -72.0% | -40.6% | -31.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling