+562.4%
CCJ vs VEEV
+596.9%
-34.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.9% |
| 7D | +5.9% | -5.2% | +11.1% | +7.0% |
| 30D | +4.7% | +14.9% | -10.2% | +1.5% |
| 3M | -3.3% | +58.4% | -61.7% | -12.5% |
| 6M | -7.0% | +35.5% | -42.5% | -13.7% |
| YTD | +11.5% | +18.6% | -7.2% | +6.0% |
| 1Y | +32.3% | -6.3% | +38.6% | +32.0% |
| 3Y | +176.8% | +20.2% | +156.6% | +155.9% |
| 5Y | +351.8% | -13.8% | +365.6% | +333.3% |
| 10Y | +1,080.5% | +542.0% | +538.5% | +674.6% |
| All | +562.4% | +596.9% | -34.5% | +301.8% |
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