-23.9%
CPRT vs MTCH
+27.4%
-51.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +3.9% |
| 7D | +12.6% | -4.4% | +17.0% | +13.7% |
| 30D | +18.0% | -0.3% | +18.3% | +17.7% |
| 3M | +11.0% | -2.0% | +13.0% | +10.7% |
| 6M | -2.0% | +6.4% | -8.4% | -4.3% |
| YTD | -16.7% | +27.3% | -44.0% | -23.7% |
| 1Y | -23.9% | +30.3% | -54.2% | -30.3% |
| All | -23.9% | +27.4% | -51.3% | -30.3% |
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 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