+2,047.8%
CLS vs VEEV
+693.5%
+1,354.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | -0.7% | +17.0% | +16.5% |
| 30D | -25.7% | +1.4% | -27.1% | -26.0% |
| 3M | -30.9% | +19.4% | -50.2% | -33.6% |
| 6M | -35.5% | +93.6% | -129.1% | -44.3% |
| YTD | -18.7% | +35.1% | -53.8% | -24.8% |
| 1Y | -17.9% | +3.4% | -21.3% | -19.6% |
| 3Y | +838.1% | +81.4% | +756.7% | +703.2% |
| 5Y | +1,971.9% | -5.1% | +1,977.0% | +1,852.3% |
| 10Y | +1,907.9% | +661.2% | +1,246.6% | +1,194.4% |
| All | +2,047.8% | +693.5% | +1,354.3% | +1,187.8% |
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 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