+887.3%
CCI vs MTCH
+1,107.4%
-220.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +2.1% | +12.8% | -10.7% | -0.7% |
| 3M | -17.8% | +20.0% | -37.8% | -21.4% |
| 6M | -14.2% | +34.7% | -48.9% | -20.3% |
| YTD | -13.3% | +30.6% | -43.9% | -19.2% |
| 1Y | -16.6% | +10.9% | -27.6% | -19.5% |
| 3Y | -10.8% | -2.0% | -8.8% | -14.3% |
| 5Y | -50.3% | -72.6% | +22.3% | -38.9% |
| 10Y | +22.5% | +197.9% | -175.4% | -31.7% |
| All | +887.3% | +1,107.4% | -220.1% | +157.3% |
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