-15.8%
CTSH vs MELI
-7.0%
-8.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | +1.4% | -18.9% | +20.3% | +5.4% |
| 3M | +7.5% | -18.4% | +25.9% | +11.4% |
| 6M | +39.6% | -4.5% | +44.1% | +39.9% |
| YTD | -22.3% | -26.0% | +3.6% | -18.5% |
| 1Y | -12.0% | -26.6% | +14.6% | -7.7% |
| 3Y | +1.8% | +8.2% | -6.4% | -4.5% |
| All | -15.8% | -7.0% | -8.8% | -24.0% |
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