+607.8%
CME vs VEEV
+702.0%
-94.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | +13.9% | +3.0% | +10.9% | +13.6% |
| 3M | +22.4% | +28.8% | -6.4% | +19.2% |
| 6M | +12.9% | +91.3% | -78.4% | +5.5% |
| YTD | +19.6% | +36.5% | -16.9% | +15.2% |
| 1Y | +17.7% | +1.9% | +15.8% | +16.7% |
| 3Y | +65.3% | +84.6% | -19.3% | +51.8% |
| 5Y | +75.1% | -2.6% | +77.7% | +69.4% |
| 10Y | +305.8% | +669.4% | -363.7% | +212.8% |
| All | +607.8% | +702.0% | -94.3% | +428.8% |
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