+957.1%
VEEV vs CFG
+362.1%
+595.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +3.0% | +3.1% | -0.1% | +2.3% |
| 3M | +28.8% | -9.7% | +38.5% | +31.4% |
| 6M | +91.3% | +6.7% | +84.6% | +87.9% |
| YTD | +36.5% | +15.2% | +21.3% | +31.6% |
| 1Y | +1.9% | +28.8% | -26.9% | -4.3% |
| 3Y | +84.6% | +190.1% | -105.5% | +42.4% |
| 5Y | -2.6% | +63.4% | -66.0% | -16.6% |
| 10Y | +669.4% | +219.8% | +449.7% | +393.9% |
| All | +957.1% | +362.1% | +595.0% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling