+114.2%
CL vs VEEV
+704.1%
-589.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +11.8% | +3.2% | +8.6% | +11.5% |
| 3M | +5.9% | +30.2% | -24.3% | +3.8% |
| 6M | +13.3% | +83.7% | -70.4% | +8.3% |
| YTD | +27.1% | +36.9% | -9.8% | +23.6% |
| 1Y | +28.0% | +3.3% | +24.7% | +27.0% |
| 3Y | +39.4% | +85.1% | -45.7% | +31.2% |
| 5Y | +40.8% | -2.6% | +43.4% | +37.8% |
| 10Y | +84.9% | +676.7% | -591.8% | +57.1% |
| All | +114.2% | +704.1% | -589.9% | +79.1% |
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