+130.1%
CVE vs MTCH
+168.0%
-37.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -10.1% | -6.6% | -3.5% | -9.1% |
| 30D | -12.1% | -4.4% | -7.7% | -11.7% |
| 3M | -1.9% | +6.0% | -7.9% | -3.3% |
| 6M | -1.8% | +7.4% | -9.3% | -4.0% |
| YTD | +65.8% | +24.5% | +41.3% | +56.6% |
| 1Y | +60.8% | +22.3% | +38.6% | +52.4% |
| 3Y | +70.1% | +42.4% | +27.7% | +52.2% |
| 5Y | +134.8% | -73.6% | +208.3% | +185.3% |
| 10Y | +130.1% | +148.4% | -18.3% | +117.1% |
| All | +130.1% | +168.0% | -37.9% | +117.1% |
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