-47.0%
CLF vs VEEV
-14.3%
-32.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.9% |
| 7D | +6.5% | -5.2% | +11.7% | +7.6% |
| 30D | +0.2% | +14.9% | -14.7% | -3.0% |
| 3M | -3.1% | +58.4% | -61.4% | -13.0% |
| 6M | +25.0% | +35.5% | -10.4% | +15.9% |
| YTD | -7.5% | +18.6% | -26.1% | -12.0% |
| 1Y | +11.5% | -6.3% | +17.9% | +12.2% |
| 3Y | -13.7% | +20.2% | -33.9% | -21.0% |
| 5Y | -47.0% | -13.8% | -33.2% | -52.8% |
| All | -47.0% | -14.3% | -32.7% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling