+2,848.8%
CLS vs VEEV
+596.9%
+2,251.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.7% | +9.4% | +6.4% |
| 7D | +12.8% | -5.2% | +17.9% | +13.9% |
| 30D | +3.8% | +14.9% | -11.1% | +0.7% |
| 3M | -14.6% | +58.4% | -73.0% | -23.0% |
| 6M | +32.2% | +35.5% | -3.2% | +22.7% |
| YTD | +11.6% | +18.6% | -7.0% | +6.2% |
| 1Y | +35.1% | -6.3% | +41.4% | +34.9% |
| 3Y | +1,312.5% | +20.2% | +1,292.3% | +1,215.1% |
| 5Y | +3,542.1% | -13.8% | +3,555.9% | +3,405.8% |
| 10Y | +2,944.0% | +542.0% | +2,402.0% | +1,928.9% |
| All | +2,848.8% | +596.9% | +2,251.8% | +1,717.7% |
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 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