+1,980.9%
CLS vs MELI
-7.0%
+1,987.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +16.3% | -1.2% | +17.5% | +16.7% |
| 30D | -25.7% | -18.9% | -6.8% | -20.4% |
| 3M | -30.9% | -18.4% | -12.4% | -26.7% |
| 6M | -35.5% | -4.5% | -31.0% | -35.4% |
| YTD | -18.7% | -26.0% | +7.3% | -12.3% |
| 1Y | -17.9% | -26.6% | +8.7% | -11.1% |
| 3Y | +838.1% | +8.2% | +829.9% | +788.6% |
| All | +1,980.9% | -7.0% | +1,987.9% | +1,732.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling