-28.8%
CPRT vs MTCH
-3.1%
-25.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | +8.2% | +12.8% | -4.6% | +6.2% |
| 3M | +2.3% | +20.0% | -17.7% | -0.7% |
| 6M | -14.7% | +34.7% | -49.5% | -18.8% |
| YTD | -18.2% | +30.6% | -48.7% | -21.8% |
| 1Y | -33.4% | +10.9% | -44.3% | -35.0% |
| All | -28.8% | -3.1% | -25.7% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling