+7,732.3%
CRS vs MTCH
+14,456.1%
-6,723.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.5% | -2.4% | +1.8% | -0.1% |
| 30D | -18.1% | +12.8% | -30.9% | -19.9% |
| 3M | -12.4% | +20.0% | -32.4% | -15.5% |
| 6M | +15.9% | +34.7% | -18.8% | +9.4% |
| YTD | +45.8% | +30.6% | +15.3% | +37.9% |
| 1Y | +87.8% | +10.9% | +76.8% | +82.4% |
| 3Y | +648.7% | -2.0% | +650.8% | +629.0% |
| 5Y | +1,416.6% | -72.6% | +1,489.3% | +1,679.2% |
| 10Y | +1,412.7% | +197.9% | +1,214.8% | +1,055.8% |
| All | +7,732.3% | +14,456.1% | -6,723.8% | +4,782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling