-30.4%
CPB vs MTCH
+13.9%
-44.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.1% |
| 7D | -8.6% | +0.7% | -9.3% | -8.7% |
| 30D | -7.2% | +9.7% | -17.0% | -8.9% |
| 3M | +0.9% | +21.1% | -20.2% | -2.6% |
| 6M | -11.8% | +37.5% | -49.3% | -17.3% |
| YTD | -19.4% | +31.9% | -51.3% | -24.5% |
| 1Y | -30.4% | +14.6% | -44.9% | -33.5% |
| All | -30.4% | +13.9% | -44.3% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling