+6,646.7%
CB vs MTCH
+13,833.1%
-7,186.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -3.1% | +9.7% | -12.8% | -4.3% |
| 3M | +9.0% | +21.1% | -12.1% | +6.0% |
| 6M | +2.9% | +37.5% | -34.6% | -1.7% |
| YTD | +10.1% | +31.9% | -21.8% | +5.6% |
| 1Y | +22.8% | +14.6% | +8.2% | +19.7% |
| 3Y | +73.8% | -6.2% | +80.0% | +70.5% |
| 5Y | +99.2% | -70.6% | +169.7% | +120.7% |
| 10Y | +218.2% | +185.6% | +32.6% | +137.3% |
| All | +6,646.7% | +13,833.1% | -7,186.4% | +3,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling