+185.7%
CPB vs MTCH
+14,357.7%
-14,172.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.9% |
| 7D | -8.2% | -1.8% | -6.4% | -8.1% |
| 30D | -5.6% | +10.4% | -16.0% | -6.1% |
| 3M | +3.0% | +21.0% | -18.0% | +1.9% |
| 6M | -12.7% | +36.6% | -49.3% | -14.3% |
| YTD | -18.0% | +29.7% | -47.7% | -19.2% |
| 1Y | -31.7% | +8.6% | -40.3% | -32.2% |
| 3Y | -41.0% | -2.7% | -38.2% | -41.4% |
| 5Y | -38.4% | -72.9% | +34.5% | -35.5% |
| 10Y | -45.0% | +185.0% | -230.0% | -51.8% |
| All | +185.7% | +14,357.7% | -14,172.0% | +110.9% |
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