+265.5%
VEEV vs CLBK
+66.9%
+198.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | +14.9% | +7.8% | +7.1% | +13.1% |
| 3M | +58.4% | +23.9% | +34.5% | +51.3% |
| 6M | +35.5% | +42.3% | -6.8% | +25.5% |
| YTD | +18.6% | +65.4% | -46.8% | +6.2% |
| 1Y | -6.3% | +70.3% | -76.7% | -17.0% |
| 3Y | +20.2% | +54.5% | -34.2% | +7.1% |
| 5Y | -13.8% | +43.1% | -56.9% | -24.8% |
| All | +265.5% | +66.9% | +198.7% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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