+83.5%
CLF vs VEEV
+664.3%
-580.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -9.1% | +0.8% | -9.8% | -9.3% |
| 30D | -0.9% | +3.2% | -4.1% | -1.8% |
| 3M | +3.0% | +30.2% | -27.2% | -4.2% |
| 6M | +16.7% | +83.7% | -67.0% | -1.6% |
| YTD | -3.2% | +36.9% | -40.0% | -12.5% |
| 1Y | +24.6% | +3.3% | +21.3% | +21.3% |
| 3Y | -22.3% | +85.1% | -107.4% | -37.6% |
| 5Y | -41.2% | -2.6% | -38.6% | -45.5% |
| 10Y | +83.5% | +676.7% | -593.2% | -21.9% |
| All | +83.5% | +664.3% | -580.7% | -21.9% |
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