-72.7%
GRAB vs CPB
-45.7%
-26.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.7% | -4.7% |
| 7D | -6.1% | -8.2% | +2.2% | -7.2% |
| 30D | -11.2% | -5.6% | -5.6% | -11.9% |
| 3M | -2.4% | +3.0% | -5.4% | -1.6% |
| 6M | -18.3% | -12.7% | -5.6% | -20.4% |
| YTD | -34.9% | -18.0% | -16.9% | -37.2% |
| 1Y | -37.4% | -31.7% | -5.6% | -41.8% |
| 3Y | -12.6% | -41.0% | +28.3% | -20.5% |
| 5Y | -69.7% | -38.4% | -31.4% | -69.0% |
| All | -72.7% | -45.7% | -26.9% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling