+127.6%
CLF vs VEEV
+538.1%
-410.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -2.7% | -7.1% | +4.4% | -0.9% |
| 30D | -3.2% | +11.1% | -14.3% | -6.3% |
| 3M | -5.0% | +55.5% | -60.5% | -16.5% |
| 6M | +26.6% | +33.4% | -6.8% | +15.4% |
| YTD | -9.0% | +16.8% | -25.8% | -14.5% |
| 1Y | +11.8% | -7.7% | +19.6% | +11.8% |
| 3Y | -15.1% | +18.4% | -33.5% | -23.3% |
| 5Y | -48.2% | -14.8% | -33.4% | -50.4% |
| 10Y | +127.6% | +546.5% | -418.9% | -22.2% |
| All | +127.6% | +538.1% | -410.5% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling