+223.5%
CB vs VEEV
+538.1%
-314.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.5% | -7.1% | +6.6% | +0.1% |
| 30D | -3.1% | +11.1% | -14.2% | -4.1% |
| 3M | +4.2% | +55.5% | -51.4% | 0.0% |
| 6M | +4.7% | +33.4% | -28.6% | +1.6% |
| YTD | +8.8% | +16.8% | -8.0% | +6.7% |
| 1Y | +22.6% | -7.7% | +30.4% | +22.8% |
| 3Y | +70.6% | +18.4% | +52.2% | +65.1% |
| 5Y | +99.4% | -14.8% | +114.3% | +96.8% |
| 10Y | +223.5% | +546.5% | -323.1% | +145.4% |
| All | +223.5% | +538.1% | -314.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling