+864.1%
MELI vs CVE
+147.6%
+716.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.7% |
| 7D | -3.6% | +4.6% | -8.2% | -4.4% |
| 30D | -21.4% | -12.0% | -9.4% | -19.8% |
| 3M | -19.3% | -3.8% | -15.5% | -19.3% |
| 6M | -6.6% | -2.7% | -3.8% | -7.2% |
| YTD | -26.8% | +73.6% | -100.4% | -35.7% |
| 1Y | -29.9% | +62.0% | -91.9% | -37.6% |
| 3Y | +7.3% | +72.7% | -65.4% | -8.0% |
| 5Y | -7.6% | +153.9% | -161.6% | -28.2% |
| All | +864.1% | +147.6% | +716.5% | +505.4% |
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