-18.2%
MELI vs CRS
+102.1%
-120.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +2.9% | -16.6% | +19.5% | +5.2% |
| 3M | +21.0% | -3.5% | +24.5% | +19.8% |
| 6M | +11.8% | +15.4% | -3.6% | +6.9% |
| YTD | -1.8% | +51.2% | -53.0% | -8.9% |
| 1Y | -18.2% | +98.3% | -116.5% | -24.4% |
| All | -18.2% | +102.1% | -120.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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