-3.1%
CMG vs VEEV
-13.7%
+10.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -2.1% | -4.6% | +2.6% | -1.0% |
| 30D | +10.9% | +8.6% | +2.3% | +8.3% |
| 3M | +15.8% | +62.4% | -46.6% | +2.1% |
| 6M | +6.9% | +40.3% | -33.3% | -2.8% |
| YTD | -2.2% | +17.5% | -19.7% | -7.3% |
| 1Y | -7.1% | -6.1% | -1.0% | -7.0% |
| 3Y | -7.1% | +16.7% | -23.8% | -15.1% |
| All | -3.1% | -13.7% | +10.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling