-60.3%
CSGP vs MTCH
+38.9%
-99.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.6% |
| 7D | +1.3% | -5.7% | +7.0% | +3.2% |
| 30D | +10.7% | -4.5% | +15.2% | +12.5% |
| 3M | +3.3% | +7.1% | -3.9% | +1.4% |
| 6M | -10.3% | +3.8% | -14.1% | -11.5% |
| YTD | -54.6% | +23.6% | -78.2% | -57.4% |
| 1Y | -54.6% | +22.2% | -76.9% | -57.4% |
| 3Y | -60.3% | +43.6% | -103.9% | -66.4% |
| All | -60.3% | +38.9% | -99.2% | -66.4% |
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