+21.4%
MELI vs CPNG
-76.9%
+98.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -4.3% | -5.4% | +1.2% | -2.1% |
| 30D | -1.7% | -11.1% | +9.4% | +3.0% |
| 3M | +20.0% | -3.0% | +23.0% | +20.1% |
| 6M | +9.4% | -23.5% | +32.9% | +18.9% |
| YTD | -5.4% | -37.8% | +32.4% | +10.8% |
| 1Y | -18.8% | -54.3% | +35.5% | +8.1% |
| 3Y | +33.5% | -20.8% | +54.3% | +31.9% |
| 5Y | +3.2% | -51.1% | +54.3% | +4.8% |
| All | +21.4% | -76.9% | +98.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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