+34.9%
CP vs MTCH
-72.5%
+107.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | -0.5% | +12.8% | -13.3% | -2.5% |
| 3M | +0.1% | +20.0% | -19.9% | -3.2% |
| 6M | +7.8% | +34.7% | -26.9% | +2.1% |
| YTD | +22.9% | +30.6% | -7.7% | +16.7% |
| 1Y | +21.3% | +10.9% | +10.4% | +18.3% |
| 3Y | +20.4% | -2.0% | +22.4% | +17.0% |
| 5Y | +34.9% | -72.6% | +107.6% | +46.5% |
| All | +34.9% | -72.5% | +107.5% | +46.5% |
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