+1,284.2%
CLS vs MTCH
-3.1%
+1,287.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +20.1% | -2.4% | +22.5% | +20.6% |
| 30D | +6.0% | +12.8% | -6.8% | +3.3% |
| 3M | -10.3% | +20.0% | -30.3% | -13.8% |
| 6M | +24.5% | +34.7% | -10.2% | +16.5% |
| YTD | +12.9% | +30.6% | -17.7% | +6.1% |
| 1Y | +36.7% | +10.9% | +25.7% | +33.0% |
| All | +1,284.2% | -3.1% | +1,287.4% | +1,150.7% |
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 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