-8.5%
MELI vs CVE
+142.8%
-151.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -7.1% | -16.1% | +9.1% | -4.6% |
| 30D | -19.4% | -10.4% | -9.0% | -18.2% |
| 3M | -17.5% | -2.4% | -15.1% | -17.9% |
| 6M | -18.0% | -4.4% | -13.6% | -18.6% |
| YTD | -25.0% | +64.9% | -90.0% | -34.5% |
| 1Y | -29.1% | +66.0% | -95.1% | -38.2% |
| 3Y | +9.8% | +57.7% | -47.8% | -6.1% |
| All | -8.5% | +142.8% | -151.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling