+312.4%
CMG vs VEEV
+586.8%
-274.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.8% | -8.2% | +4.4% | -2.1% |
| 30D | +12.9% | +10.3% | +2.6% | +10.1% |
| 3M | +18.8% | +59.4% | -40.6% | +6.2% |
| 6M | +4.1% | +37.6% | -33.5% | -4.4% |
| YTD | -2.4% | +16.9% | -19.3% | -7.2% |
| 1Y | -6.7% | -5.0% | -1.7% | -7.3% |
| 3Y | -7.1% | +18.5% | -25.6% | -14.7% |
| 5Y | -5.0% | -13.8% | +8.8% | -8.9% |
| 10Y | +323.5% | +547.0% | -223.4% | +197.6% |
| All | +312.4% | +586.8% | -274.4% | +179.6% |
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