-46.7%
CPB vs MTCH
+208.0%
-254.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -1.8% | +1.3% | -3.0% | -1.8% |
| 30D | -7.1% | +15.9% | -23.0% | -7.4% |
| 3M | -6.0% | +23.3% | -29.3% | -6.6% |
| 6M | -5.3% | +40.1% | -45.4% | -6.1% |
| YTD | -20.8% | +33.6% | -54.4% | -21.5% |
| 1Y | -33.8% | +14.1% | -47.9% | -34.2% |
| 3Y | -43.7% | +1.4% | -45.2% | -44.1% |
| 5Y | -40.7% | -73.1% | +32.4% | -40.0% |
| All | -46.7% | +208.0% | -254.7% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling