After experiencing their equal-worst start to a campaign through six games since 2001, Friday night's result only compounded the woes for the Storm (2-5), who suffered a fifth consecutive loss for the first time since 2012.
Bellamy labelled his team inconsistent, as they mixed moments of brilliance with poor defensive and attacking efforts.
But the mentor couldn't understand why it was happening.
"That inconsistency is really the frustrating thing for me at the moment," Bellamy said.
"We've led at halftime for at least three games, and we just can't get the result at the end. Let's say we're all scratching our heads at the moment."
Fullback Sua Fa'alogo was productive (186m, two try assists, one try) despite dealing with a sore ankle, while Nick Meaney registered two tries in his 100th game for the club.
Despite winning their first match against Melbourne in the nation's capital since 2016, the Raiders may have to count the cost of the victory, after inspirational captain Josh Papali'i picked up a suspected calf injury.
Coach Ricky Stuart said he can't see Papali'i playing in the next round, in what would be another setback for the enforcer after having a stop-start opening few games.
Regardless, Stuart can smile about his centre Simi Sasagi, who dazzled, taking intercepts, scoring a try, producing an extraordinary pass to set up an Ethan Strange four-pointer, and running for 182 metres.
Victory also improves last year's minor premiers to a 3-4 win/loss record, having gone into last round's clash against South Sydney on a four-match losing streak.
It wasn't an easy victory as Meaney scored in the 75th minute to set up a thrilling finish, but some desperate goal-line defence helped the Raiders to consecutive wins.
"That was a tough game, and I think it was our best 80 minutes of the season," Stuart said.
"Our game was like last year. We changed tonight ... we got a better spectacle."
Canberra started hot and drew first blood when they moved right and found Sasagi, before Corey Horsburgh scooped up a loose ball and wrestled over the line to double the deficit moments later.
The momentum swung back in the Storm's favour when Horsburgh conceded a penalty after giving the referee an earful, and Fa'alogo scored.
Will Warbrick and Meaney joined in on the try-fest to give the visitors a 16-12 lead.
After halftime, Sasagi took an intercept and stormed downfield before the centre threw a stunning offload to Ethan Strange, who dived over.
Timoko grabbed a four-pointer in his first game of the season, before Ethan Sanders slotted two penalty goals.
Fa'alogo tore through the Raiders' defence and handed the ball off to a running Meaney, but the hosts held on for the win.
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