+607.3%
CEG vs VEEV
+19.1%
+588.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.3% | -8.2% | +8.6% | +1.7% |
| 30D | +2.9% | +10.3% | -7.4% | +0.9% |
| 3M | +18.2% | +59.4% | -41.2% | +8.2% |
| 6M | -9.5% | +37.6% | -47.1% | -15.2% |
| YTD | -18.7% | +16.9% | -35.6% | -21.4% |
| 1Y | -10.1% | -5.0% | -5.2% | -9.3% |
| 3Y | +168.3% | +18.5% | +149.9% | +151.4% |
| All | +607.3% | +19.1% | +588.3% | +532.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling