+217.7%
CVX vs VEEV
+693.5%
-475.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -1.0% | +1.4% | -2.4% | -1.1% |
| 3M | +12.2% | +19.4% | -7.2% | +10.0% |
| 6M | +20.3% | +93.6% | -73.3% | +12.2% |
| YTD | +48.3% | +35.1% | +13.2% | +42.8% |
| 1Y | +46.9% | +3.4% | +43.5% | +45.5% |
| 3Y | +73.1% | +81.4% | -8.3% | +59.6% |
| 5Y | +135.2% | -5.1% | +140.3% | +129.0% |
| 10Y | +214.4% | +661.2% | -446.9% | +131.8% |
| All | +217.7% | +693.5% | -475.8% | +124.4% |
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