+39.4%
CRL vs MTCH
-3.1%
+42.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.1% |
| 7D | -4.6% | -2.4% | -2.2% | -3.9% |
| 30D | +0.5% | +12.8% | -12.3% | -3.3% |
| 3M | +46.6% | +20.0% | +26.7% | +36.7% |
| 6M | +57.3% | +34.7% | +22.5% | +40.4% |
| YTD | +39.5% | +30.6% | +9.0% | +25.9% |
| 1Y | +76.9% | +10.9% | +65.9% | +67.8% |
| All | +39.4% | -3.1% | +42.6% | +25.8% |
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