+0.4%
CCL vs MTCH
-72.5%
+72.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.5% |
| 7D | -4.3% | -1.4% | -2.9% | -3.6% |
| 30D | -19.0% | +13.6% | -32.6% | -24.2% |
| 3M | -13.1% | +22.4% | -35.5% | -21.9% |
| 6M | -13.3% | +37.2% | -50.5% | -26.4% |
| YTD | -25.2% | +31.8% | -57.0% | -35.5% |
| 1Y | -27.2% | +12.9% | -40.1% | -32.3% |
| 3Y | +49.2% | -1.1% | +50.3% | +41.1% |
| 5Y | +0.4% | -73.5% | +73.9% | +67.9% |
| All | +0.4% | -72.5% | +72.9% | +67.9% |
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