+33.3%
MELI vs CCI
-10.3%
+43.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +3.8% | +2.2% | +1.5% | +3.5% |
| 3M | +17.8% | -16.9% | +34.7% | +20.2% |
| 6M | +7.4% | -11.5% | +19.0% | +8.6% |
| YTD | -5.8% | -12.8% | +7.0% | -4.6% |
| 1Y | -18.9% | -17.1% | -1.8% | -17.4% |
| 3Y | +33.3% | -9.6% | +43.0% | +29.1% |
| All | +33.3% | -10.3% | +43.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling