-70.2%
CPNG vs MTCH
-71.1%
+0.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | -5.4% | -1.4% | -4.0% | -4.8% |
| 30D | -11.1% | +13.6% | -24.7% | -15.9% |
| 3M | -3.0% | +22.4% | -25.4% | -11.6% |
| 6M | -23.5% | +37.2% | -60.7% | -33.9% |
| YTD | -37.8% | +31.8% | -69.6% | -45.6% |
| 1Y | -54.3% | +12.9% | -67.2% | -57.4% |
| 3Y | -20.8% | -1.1% | -19.7% | -26.1% |
| 5Y | -51.1% | -73.5% | +22.4% | -21.3% |
| All | -70.2% | -71.1% | +0.9% | -54.7% |
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