+392.2%
CB vs VEEV
+704.1%
-311.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +8.2% | +3.2% | +5.0% | +7.9% |
| 3M | +6.3% | +30.2% | -23.9% | +3.8% |
| 6M | +16.2% | +83.7% | -67.5% | +10.1% |
| YTD | +19.3% | +36.9% | -17.5% | +15.5% |
| 1Y | +29.2% | +3.3% | +25.9% | +28.1% |
| 3Y | +71.4% | +85.1% | -13.6% | +59.9% |
| 5Y | +104.2% | -2.6% | +106.9% | +98.9% |
| 10Y | +246.7% | +676.7% | -430.0% | +170.7% |
| All | +392.2% | +704.1% | -311.9% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling