+539.2%
VEEV vs CFG
+310.3%
+228.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -7.1% | -0.6% | -6.5% | -7.0% |
| 30D | +11.1% | -4.5% | +15.7% | +12.0% |
| 3M | +55.5% | +6.3% | +49.2% | +53.5% |
| 6M | +33.4% | +20.6% | +12.8% | +28.2% |
| YTD | +16.8% | +21.2% | -4.4% | +12.1% |
| 1Y | -7.7% | +38.2% | -45.9% | -13.8% |
| 3Y | +18.4% | +185.9% | -167.6% | -5.4% |
| 5Y | -14.8% | +97.0% | -111.8% | -28.0% |
| All | +539.2% | +310.3% | +228.9% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling