+341.6%
CVE vs MTCH
-73.0%
+414.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.8% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | +17.5% | +10.4% | +7.0% | +15.8% |
| 3M | +16.2% | +21.0% | -4.8% | +12.7% |
| 6M | +47.8% | +36.6% | +11.1% | +40.1% |
| YTD | +98.5% | +29.7% | +68.8% | +89.3% |
| 1Y | +109.8% | +8.6% | +101.2% | +105.6% |
| 3Y | +75.5% | -2.7% | +78.2% | +71.7% |
| 5Y | +341.6% | -72.9% | +414.5% | +402.4% |
| All | +341.6% | -73.0% | +414.6% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling