+389.0%
CRH vs VEEV
+590.5%
-201.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -4.6% | -1.4% | -5.2% |
| 30D | -9.3% | +8.6% | -17.9% | -11.1% |
| 3M | -15.2% | +62.4% | -77.6% | -23.4% |
| 6M | -14.2% | +40.3% | -54.5% | -20.7% |
| YTD | -28.3% | +17.5% | -45.8% | -31.4% |
| 1Y | -21.8% | -6.1% | -15.7% | -22.0% |
| 3Y | +71.6% | +16.7% | +54.9% | +61.0% |
| 5Y | +96.6% | -13.3% | +110.0% | +89.2% |
| 10Y | +253.8% | +550.5% | -296.6% | +140.0% |
| All | +389.0% | +590.5% | -201.5% | +213.3% |
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