+1,059.3%
CNP vs MTCH
+14,607.2%
-13,547.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.7% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -1.8% | +9.7% | -11.6% | -2.6% |
| 3M | -4.6% | +21.1% | -25.7% | -6.1% |
| 6M | -8.8% | +37.5% | -46.3% | -11.3% |
| YTD | +5.2% | +31.9% | -26.7% | +2.7% |
| 1Y | +8.3% | +14.6% | -6.2% | +6.7% |
| 3Y | +54.9% | -6.2% | +61.0% | +53.3% |
| 5Y | +73.5% | -70.6% | +144.1% | +83.9% |
| 10Y | +139.1% | +185.6% | -46.5% | +108.4% |
| All | +1,059.3% | +14,607.2% | -13,547.9% | +783.7% |
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 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