+61.8%
CVE vs MTCH
+658.4%
-596.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -16.1% | -5.7% | -10.4% | -15.3% |
| 30D | -10.4% | -4.5% | -5.9% | -9.8% |
| 3M | -2.4% | +7.1% | -9.5% | -4.2% |
| 6M | -4.4% | +3.8% | -8.2% | -6.2% |
| YTD | +64.9% | +23.6% | +41.3% | +54.9% |
| 1Y | +66.0% | +22.2% | +43.8% | +56.2% |
| 3Y | +57.7% | +43.6% | +14.1% | +38.8% |
| 5Y | +144.7% | -74.6% | +219.3% | +205.5% |
| 10Y | +139.2% | +176.9% | -37.7% | +51.4% |
| All | +61.8% | +658.4% | -596.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling