+49.2%
CNP vs MTCH
-2.2%
+51.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -2.2% | -1.4% | -0.7% | -2.1% |
| 30D | -2.1% | +13.6% | -15.7% | -2.7% |
| 3M | -7.9% | +22.4% | -30.3% | -8.9% |
| 6M | -8.3% | +37.2% | -45.5% | -10.0% |
| YTD | +3.8% | +31.8% | -28.0% | +2.0% |
| 1Y | +5.9% | +12.9% | -7.0% | +5.2% |
| All | +49.2% | -2.2% | +51.4% | +56.7% |
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