+3,323.4%
MELI vs CVE
+67.5%
+3,255.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.8% |
| 7D | -13.1% | +0.1% | -13.2% | -13.0% |
| 30D | -20.1% | -10.8% | -9.3% | -18.2% |
| 3M | -22.1% | -4.3% | -17.7% | -21.9% |
| 6M | -2.9% | -1.5% | -1.4% | -4.2% |
| YTD | -24.9% | +70.7% | -95.6% | -36.4% |
| 1Y | -28.0% | +58.1% | -86.1% | -37.9% |
| 3Y | +10.0% | +69.8% | -59.8% | -9.7% |
| 5Y | -4.1% | +148.9% | -153.1% | -31.5% |
| 10Y | +872.7% | +143.5% | +729.1% | +479.2% |
| All | +3,323.4% | +67.5% | +3,255.9% | +2,136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling