+173.5%
CVE vs MTCH
+188.8%
-15.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.0% | -2.4% | +4.4% | +2.4% |
| 30D | +13.2% | +12.8% | +0.4% | +10.6% |
| 3M | +21.7% | +20.0% | +1.7% | +17.0% |
| 6M | +48.4% | +34.7% | +13.6% | +38.8% |
| YTD | +100.1% | +30.6% | +69.5% | +87.8% |
| 1Y | +107.8% | +10.9% | +96.9% | +101.2% |
| 3Y | +76.9% | -2.0% | +78.9% | +70.9% |
| 5Y | +346.2% | -72.6% | +418.9% | +439.4% |
| 10Y | +173.5% | +197.9% | -24.4% | +113.9% |
| All | +173.5% | +188.8% | -15.3% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling