+9.3%
CAT vs VEEV
+3.3%
+6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | +7.4% | -0.7% | +8.2% | +7.2% |
| 30D | -19.7% | +1.4% | -21.1% | -19.3% |
| 3M | -29.6% | +19.4% | -49.0% | -26.1% |
| 6M | -33.2% | +93.6% | -126.8% | -20.5% |
| YTD | +5.7% | +35.1% | -29.4% | +26.2% |
| 1Y | +9.3% | +3.4% | +6.0% | +34.4% |
| All | +9.3% | +3.3% | +6.1% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling