+476.8%
MELI vs CLBK
+65.6%
+411.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | -1.7% | +4.5% | -6.3% | -3.2% |
| 3M | +20.0% | +22.8% | -2.8% | +12.5% |
| 6M | +9.4% | +43.4% | -34.0% | -2.3% |
| YTD | -5.4% | +64.1% | -69.5% | -19.3% |
| 1Y | -18.8% | +67.6% | -86.4% | -31.5% |
| 3Y | +33.5% | +53.3% | -19.8% | +12.6% |
| 5Y | +3.2% | +44.8% | -41.6% | -14.8% |
| All | +476.8% | +65.6% | +411.2% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 all: compounded portfolio wealth divided by compounded CLBK 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…
all analysis · Full analysis span regression · 6 months rolling