-24.5%
MELI vs CAI
+12.6%
-37.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.5% | +4.5% |
| 7D | +4.0% | -6.3% | +10.3% | +5.2% |
| 30D | -6.5% | +9.3% | -15.8% | -8.6% |
| 3M | -7.9% | +106.3% | -114.2% | -22.8% |
| 6M | -4.1% | +77.7% | -81.8% | -16.4% |
| YTD | -13.6% | +23.1% | -36.8% | -19.0% |
| 1Y | -24.5% | +6.5% | -31.1% | -25.9% |
| All | -24.5% | +12.6% | -37.1% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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