+92.7%
CL vs VEEV
+623.9%
-531.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -4.8% | +28.8% | -33.7% | -6.6% |
| 3M | +4.9% | +54.0% | -49.1% | +1.6% |
| 6M | -5.7% | +46.0% | -51.7% | -8.5% |
| YTD | +14.4% | +23.2% | -8.9% | +12.1% |
| 1Y | +8.7% | +1.9% | +6.9% | +8.0% |
| 3Y | +30.0% | +27.0% | +3.0% | +25.9% |
| 5Y | +28.4% | -13.4% | +41.8% | +26.8% |
| 10Y | +50.1% | +575.2% | -525.1% | +28.7% |
| All | +92.7% | +623.9% | -531.2% | +62.4% |
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 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