-43.7%
CLF vs VEEV
+699.3%
-743.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +2.2% |
| 7D | -19.6% | -2.9% | -16.6% | -19.1% |
| 30D | -5.0% | +7.5% | -12.5% | -6.8% |
| 3M | -6.3% | +39.5% | -45.7% | -14.3% |
| 6M | +2.8% | +81.5% | -78.7% | -12.9% |
| YTD | -13.7% | +36.1% | -49.8% | -21.9% |
| 1Y | +13.6% | +4.3% | +9.3% | +10.0% |
| 3Y | -34.0% | +54.8% | -88.8% | -44.0% |
| 5Y | -48.7% | -4.7% | -44.0% | -52.2% |
| 10Y | +113.4% | +709.1% | -595.6% | +4.6% |
| All | -43.7% | +699.3% | -743.0% | -74.2% |
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 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