+483.0%
CMI vs VEEV
+590.5%
-107.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -4.6% | +3.9% | -0.1% |
| 30D | -12.4% | +8.6% | -21.0% | -13.6% |
| 3M | -14.8% | +62.4% | -77.2% | -21.0% |
| 6M | +0.8% | +40.3% | -39.5% | -5.0% |
| YTD | +10.2% | +17.5% | -7.4% | +6.6% |
| 1Y | +37.4% | -6.1% | +43.5% | +37.5% |
| 3Y | +153.3% | +16.7% | +136.6% | +141.4% |
| 5Y | +167.6% | -13.3% | +180.9% | +160.3% |
| 10Y | +514.4% | +550.5% | -36.1% | +309.1% |
| All | +483.0% | +590.5% | -107.5% | +271.9% |
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