+99.4%
CB vs MTCH
-72.5%
+172.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -0.5% | -2.4% | +1.8% | -0.4% |
| 30D | -3.1% | +12.8% | -15.9% | -3.9% |
| 3M | +4.2% | +20.0% | -15.8% | +2.7% |
| 6M | +4.7% | +34.7% | -30.0% | +2.3% |
| YTD | +8.8% | +30.6% | -21.7% | +6.5% |
| 1Y | +22.6% | +10.9% | +11.7% | +21.3% |
| 3Y | +70.6% | -2.0% | +72.7% | +69.0% |
| 5Y | +99.4% | -72.6% | +172.1% | +115.8% |
| All | +99.4% | -72.5% | +172.0% | +115.8% |
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