-29.6%
CLS vs MELI
-24.4%
-5.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.7% | -13.7% | -10.3% |
| 7D | -21.1% | +4.0% | -25.1% | -22.1% |
| 30D | -38.2% | -6.5% | -31.7% | -37.0% |
| 3M | -36.3% | -7.9% | -28.4% | -35.2% |
| 6M | -43.8% | -4.1% | -39.7% | -44.1% |
| YTD | -20.0% | -13.6% | -6.4% | -17.3% |
| 1Y | -29.6% | -24.5% | -5.1% | -15.8% |
| All | -29.6% | -24.4% | -5.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 1y: compounded portfolio wealth divided by compounded MELI 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…
1y analysis · Full analysis span regression · 6 months rolling