+237.9%
CHRW vs VEEV
+623.9%
-386.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -3.5% | +28.8% | -32.3% | -6.4% |
| 3M | -19.4% | +54.0% | -73.4% | -23.6% |
| 6M | -21.4% | +46.0% | -67.3% | -25.2% |
| YTD | -7.1% | +23.2% | -30.4% | -10.0% |
| 1Y | +17.8% | +1.9% | +16.0% | +16.4% |
| 3Y | +78.8% | +27.0% | +51.8% | +70.2% |
| 5Y | +83.5% | -13.4% | +96.9% | +78.5% |
| 10Y | +160.2% | +575.2% | -415.0% | +106.3% |
| All | +237.9% | +623.9% | -386.0% | +157.5% |
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