-2.3%
MTCH vs CLBK
+64.7%
-67.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | +12.8% | +6.7% | +6.1% | +9.9% |
| 3M | +20.0% | +21.2% | -1.2% | +11.1% |
| 6M | +34.7% | +42.0% | -7.3% | +17.3% |
| YTD | +30.6% | +63.3% | -32.7% | +7.5% |
| 1Y | +10.9% | +65.4% | -54.4% | -9.4% |
| 3Y | -2.0% | +52.5% | -54.5% | -18.9% |
| 5Y | -72.6% | +42.0% | -114.6% | -77.7% |
| All | -2.3% | +64.7% | -67.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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