+639.5%
CEG vs VEEV
+25.5%
+613.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.1% | +5.4% |
| 7D | +8.0% | -0.6% | +8.6% | +8.0% |
| 30D | +12.9% | +28.8% | -15.9% | +8.0% |
| 3M | +13.2% | +54.0% | -40.9% | +4.5% |
| 6M | -7.0% | +46.0% | -52.9% | -13.6% |
| YTD | -15.0% | +23.2% | -38.2% | -18.5% |
| 1Y | -2.7% | +1.9% | -4.6% | -3.1% |
| 3Y | +184.1% | +27.0% | +157.0% | +162.8% |
| All | +639.5% | +25.5% | +613.9% | +555.6% |
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