+207.6%
CHRW vs VEEV
+695.8%
-488.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +4.7% | -2.5% | +7.2% | +5.0% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | -8.0% | +25.2% | -33.2% | -10.6% |
| 6M | -19.0% | +89.7% | -108.7% | -25.2% |
| YTD | -15.5% | +35.5% | -50.9% | -19.1% |
| 1Y | -10.8% | +1.8% | -12.7% | -11.9% |
| 3Y | +79.8% | +83.2% | -3.4% | +64.1% |
| 5Y | +59.3% | -4.8% | +64.1% | +53.1% |
| 10Y | +129.6% | +663.5% | -533.9% | +79.5% |
| All | +207.6% | +695.8% | -488.2% | +131.5% |
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