+105.9%
CB vs MTCH
-70.9%
+176.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | 0.0% | +6.7% | -6.7% | -0.4% |
| 30D | +7.4% | -1.4% | +8.8% | +7.4% |
| 3M | +8.6% | +14.8% | -6.2% | +7.5% |
| 6M | +16.1% | +19.4% | -3.2% | +14.4% |
| YTD | +20.2% | +32.3% | -12.1% | +17.3% |
| 1Y | +27.2% | +29.5% | -2.3% | +24.3% |
| 3Y | +72.7% | +47.2% | +25.4% | +65.3% |
| 5Y | +105.9% | -70.2% | +176.2% | +137.8% |
| All | +105.9% | -70.9% | +176.8% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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