+135.5%
CVE vs MTCH
+144.3%
-8.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -10.0% | +3.7% | -13.7% | -10.7% |
| 30D | -11.9% | -2.8% | -9.1% | -11.7% |
| 3M | -5.9% | +9.3% | -15.2% | -7.9% |
| 6M | -1.6% | +9.2% | -10.7% | -4.0% |
| YTD | +66.3% | +26.5% | +39.8% | +56.5% |
| 1Y | +57.5% | +22.6% | +34.9% | +49.2% |
| 3Y | +65.4% | +40.8% | +24.7% | +48.4% |
| 5Y | +144.2% | -72.9% | +217.0% | +195.2% |
| 10Y | +135.5% | +152.4% | -16.9% | +121.7% |
| All | +135.5% | +144.3% | -8.8% | +121.7% |
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