+3,154.0%
CLS vs VEEV
+556.2%
+2,597.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.4% |
| 7D | +10.9% | -4.6% | +15.6% | +12.0% |
| 30D | +2.1% | +8.6% | -6.6% | 0.0% |
| 3M | -10.2% | +62.4% | -72.6% | -20.3% |
| 6M | +30.4% | +40.3% | -9.9% | +19.2% |
| YTD | +17.2% | +17.5% | -0.3% | +11.3% |
| 1Y | +41.0% | -6.1% | +47.1% | +41.2% |
| 3Y | +1,338.0% | +16.7% | +1,321.3% | +1,237.5% |
| 5Y | +3,860.6% | -13.3% | +3,873.9% | +3,681.4% |
| All | +3,154.0% | +556.2% | +2,597.8% | +2,043.7% |
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