+674.0%
CAT vs VEEV
+664.3%
+9.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.4% |
| 30D | -26.8% | +3.2% | -30.0% | -27.2% |
| 3M | -30.0% | +30.2% | -60.2% | -32.9% |
| 6M | -34.6% | +83.7% | -118.3% | -41.0% |
| YTD | +2.9% | +36.9% | -34.0% | -2.9% |
| 1Y | +3.3% | +3.3% | 0.0% | +2.6% |
| 3Y | +153.7% | +85.1% | +68.6% | +122.5% |
| 5Y | +207.3% | -2.6% | +209.9% | +195.8% |
| 10Y | +674.0% | +676.7% | -2.7% | +327.2% |
| All | +674.0% | +664.3% | +9.8% | +327.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling