-31.9%
CEG vs MTCH
+27.4%
-59.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.2% | -6.4% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | -8.2% | -0.3% | -7.9% | -8.3% |
| 3M | -7.9% | -2.0% | -5.9% | -8.1% |
| 6M | -23.2% | +6.4% | -29.7% | -23.4% |
| YTD | -30.1% | +27.3% | -57.5% | -29.6% |
| 1Y | -31.9% | +30.3% | -62.2% | -32.5% |
| All | -31.9% | +27.4% | -59.3% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling