+178.3%
CHRW vs VEEV
+556.2%
-377.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +3.5% | -4.6% | +8.1% | +4.1% |
| 30D | +4.6% | +8.6% | -4.1% | +3.2% |
| 3M | -19.7% | +62.4% | -82.1% | -25.0% |
| 6M | -12.4% | +40.3% | -52.7% | -16.8% |
| YTD | -3.9% | +17.5% | -21.4% | -6.7% |
| 1Y | +18.4% | -6.1% | +24.5% | +18.1% |
| 3Y | +88.8% | +16.7% | +72.2% | +80.4% |
| 5Y | +93.5% | -13.3% | +106.9% | +87.7% |
| All | +178.3% | +556.2% | -377.9% | +118.6% |
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 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