+207.8%
CHRW vs VEEV
+693.5%
-485.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +7.3% | -0.7% | +8.0% | +7.4% |
| 30D | -3.6% | +1.4% | -5.0% | -3.8% |
| 3M | -9.6% | +19.4% | -28.9% | -11.7% |
| 6M | -17.0% | +93.6% | -110.6% | -23.6% |
| YTD | -15.4% | +35.1% | -50.5% | -19.0% |
| 1Y | -10.0% | +3.4% | -13.4% | -11.2% |
| 3Y | +82.2% | +81.4% | +0.8% | +66.5% |
| 5Y | +59.4% | -5.1% | +64.4% | +53.2% |
| 10Y | +129.7% | +661.2% | -531.5% | +79.6% |
| All | +207.8% | +693.5% | -485.7% | +131.7% |
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