+89.9%
CVE vs MTCH
+709.4%
-619.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +16.7% | +9.7% | +7.0% | +14.3% |
| 3M | +9.3% | +21.1% | -11.8% | +4.4% |
| 6M | +43.6% | +37.5% | +6.1% | +32.8% |
| YTD | +93.6% | +31.9% | +61.7% | +80.0% |
| 1Y | +98.8% | +14.6% | +84.2% | +90.2% |
| 3Y | +73.6% | -6.2% | +79.8% | +68.5% |
| 5Y | +312.5% | -70.6% | +383.1% | +396.9% |
| 10Y | +161.0% | +185.6% | -24.5% | +64.6% |
| All | +89.9% | +709.4% | -619.5% | -31.9% |
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