+6,802.6%
MELI vs CRS
+1,038.5%
+5,764.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | -4.3% | -4.1% | -0.1% | -2.7% |
| 30D | -1.7% | -16.6% | +14.8% | +5.3% |
| 3M | +20.0% | -14.3% | +34.3% | +25.6% |
| 6M | +9.4% | +11.6% | -2.2% | +1.9% |
| YTD | -5.4% | +42.6% | -47.9% | -21.3% |
| 1Y | -18.8% | +81.8% | -100.7% | -40.2% |
| 3Y | +33.5% | +632.1% | -598.6% | -50.6% |
| 5Y | +3.2% | +1,401.6% | -1,398.5% | -73.5% |
| 10Y | +967.9% | +1,379.0% | -411.1% | +97.5% |
| All | +6,802.6% | +1,038.5% | +5,764.1% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling