-63.1%
CSGP vs MTCH
-70.4%
+7.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +1.3% | +6.7% | -5.3% | -0.8% |
| 30D | +2.8% | -1.8% | +4.6% | +3.4% |
| 3M | -6.3% | +12.2% | -18.5% | -9.7% |
| 6M | -3.2% | +16.6% | -19.8% | -7.8% |
| YTD | -54.0% | +31.8% | -85.8% | -57.9% |
| 1Y | -54.8% | +30.8% | -85.7% | -58.6% |
| 3Y | -60.6% | +49.6% | -110.2% | -66.7% |
| All | -63.1% | -70.4% | +7.3% | -42.9% |
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