+146.9%
CVE vs MTCH
+143.8%
+3.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +4.6% | +6.7% | -2.1% | +3.4% |
| 30D | -12.0% | -1.4% | -10.6% | -12.0% |
| 3M | -3.8% | +14.8% | -18.6% | -6.6% |
| 6M | -2.7% | +19.4% | -22.1% | -6.7% |
| YTD | +73.6% | +32.3% | +41.3% | +62.1% |
| 1Y | +62.0% | +29.5% | +32.5% | +51.9% |
| 3Y | +72.7% | +47.2% | +25.5% | +53.7% |
| 5Y | +153.9% | -70.2% | +224.2% | +201.4% |
| All | +146.9% | +143.8% | +3.2% | +129.1% |
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