-40.9%
CPB vs MTCH
-72.5%
+31.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | -5.4% | -1.4% | -3.9% | -5.3% |
| 30D | -7.8% | +13.6% | -21.5% | -8.1% |
| 3M | -6.9% | +22.4% | -29.3% | -7.4% |
| 6M | -12.2% | +37.2% | -49.4% | -12.8% |
| YTD | -21.1% | +31.8% | -52.9% | -21.6% |
| 1Y | -33.5% | +12.9% | -46.4% | -33.9% |
| 3Y | -43.2% | -1.1% | -42.1% | -43.9% |
| 5Y | -40.9% | -73.5% | +32.6% | -44.3% |
| All | -40.9% | -72.5% | +31.6% | -44.3% |
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