-63.3%
CSGP vs MTCH
-3.6%
-59.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.6% |
| 30D | +0.3% | +10.4% | -10.1% | -2.4% |
| 3M | -9.1% | +21.0% | -30.1% | -13.8% |
| 6M | -37.3% | +36.6% | -73.9% | -42.7% |
| YTD | -54.9% | +29.7% | -84.6% | -58.1% |
| 1Y | -65.5% | +8.6% | -74.1% | -66.9% |
| 3Y | -63.3% | -2.7% | -60.6% | -67.8% |
| All | -63.3% | -3.6% | -59.6% | -67.8% |
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