+161.4%
CCJ vs MTCH
-2.2%
+163.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -3.2% | -1.4% | -1.7% | -3.0% |
| 30D | -1.3% | +13.6% | -15.0% | -2.8% |
| 3M | +2.5% | +22.4% | -19.9% | 0.0% |
| 6M | -18.9% | +37.2% | -56.1% | -21.7% |
| YTD | +6.5% | +31.8% | -25.3% | +3.1% |
| 1Y | +22.8% | +12.9% | +9.9% | +21.2% |
| All | +161.4% | -2.2% | +163.6% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling