+3.8%
MELI vs CVE
+317.2%
-313.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | +2.9% | +16.7% | -13.8% | 0.0% |
| 3M | +21.0% | +9.3% | +11.7% | +18.7% |
| 6M | +11.8% | +43.6% | -31.8% | +3.1% |
| YTD | -1.8% | +93.6% | -95.4% | -15.4% |
| 1Y | -18.2% | +98.8% | -116.9% | -30.1% |
| 3Y | +39.2% | +73.6% | -34.4% | +19.1% |
| All | +3.8% | +317.2% | -313.5% | -27.7% |
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