+93.0%
CHRW vs VEEV
-15.0%
+108.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | +4.1% | -7.1% | +11.2% | +5.0% |
| 30D | +1.9% | +11.1% | -9.2% | +0.2% |
| 3M | -21.2% | +55.5% | -76.7% | -26.1% |
| 6M | -16.7% | +33.4% | -50.0% | -20.3% |
| YTD | -5.4% | +16.8% | -22.2% | -8.2% |
| 1Y | +21.2% | -7.7% | +28.9% | +21.3% |
| 3Y | +86.5% | +18.4% | +68.1% | +76.9% |
| 5Y | +93.0% | -14.8% | +107.8% | +87.4% |
| All | +93.0% | -15.0% | +108.1% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling