-38.1%
CRL vs MTCH
-72.5%
+34.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.2% |
| 7D | -6.9% | -1.4% | -5.5% | -6.5% |
| 30D | -3.2% | +13.6% | -16.8% | -7.5% |
| 3M | +46.5% | +22.4% | +24.1% | +35.1% |
| 6M | +63.1% | +37.2% | +25.9% | +44.1% |
| YTD | +36.9% | +31.8% | +5.1% | +22.6% |
| 1Y | +78.1% | +12.9% | +65.2% | +67.8% |
| 3Y | +36.7% | -1.1% | +37.8% | +29.5% |
| 5Y | -38.1% | -73.5% | +35.4% | -25.2% |
| All | -38.1% | -72.5% | +34.4% | -25.2% |
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