+41.1%
CLS vs MTCH
+13.9%
+27.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.5% |
| 30D | -13.9% | +9.7% | -23.6% | -15.1% |
| 3M | -26.6% | +21.1% | -47.6% | -29.0% |
| 6M | +15.4% | +37.5% | -22.1% | +8.3% |
| YTD | +5.7% | +31.9% | -26.3% | +1.4% |
| 1Y | +41.1% | +14.6% | +26.6% | +44.0% |
| All | +41.1% | +13.9% | +27.2% | +44.0% |
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