-16.1%
CPRT vs MTCH
-73.3%
+57.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -11.2% | +1.3% | -12.4% | -11.5% |
| 30D | +3.3% | +15.9% | -12.6% | -0.2% |
| 3M | -3.6% | +23.3% | -26.8% | -8.5% |
| 6M | -15.8% | +40.1% | -55.9% | -22.6% |
| YTD | -23.5% | +33.6% | -57.1% | -29.0% |
| 1Y | -38.8% | +14.1% | -52.8% | -41.2% |
| 3Y | -33.4% | +1.4% | -34.9% | -36.1% |
| All | -16.1% | -73.3% | +57.1% | +13.3% |
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