+951.2%
MELI vs CVE
+167.0%
+784.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -6.5% | +2.0% | -8.5% | -6.9% |
| 30D | +2.8% | +13.2% | -10.3% | +0.3% |
| 3M | +14.3% | +21.7% | -7.4% | +9.6% |
| 6M | +6.0% | +48.4% | -42.3% | -2.9% |
| YTD | -6.8% | +100.1% | -107.0% | -19.9% |
| 1Y | -20.9% | +107.8% | -128.8% | -32.7% |
| 3Y | +31.4% | +76.9% | -45.5% | +12.7% |
| 5Y | -0.4% | +346.2% | -346.6% | -30.3% |
| 10Y | +951.2% | +173.5% | +777.6% | +548.4% |
| All | +951.2% | +167.0% | +784.2% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling