+3,274.1%
MELI vs CVE
+63.1%
+3,211.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -10.3% | -10.0% | -0.4% | -8.1% |
| 30D | -21.1% | -11.9% | -9.3% | -19.0% |
| 3M | -18.3% | -5.9% | -12.4% | -17.8% |
| 6M | -8.7% | -1.6% | -7.2% | -10.0% |
| YTD | -26.0% | +66.3% | -92.3% | -36.9% |
| 1Y | -28.8% | +57.5% | -86.3% | -38.5% |
| 3Y | +8.4% | +65.4% | -57.0% | -10.4% |
| 5Y | -6.4% | +144.2% | -150.6% | -32.8% |
| 10Y | +818.3% | +135.5% | +682.8% | +452.1% |
| All | +3,274.1% | +63.1% | +3,211.0% | +2,118.6% |
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