+859.3%
CAT vs VEEV
+706.3%
+153.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -25.0% | +3.5% | -28.5% | -25.4% |
| 3M | -28.7% | +32.9% | -61.7% | -31.8% |
| 6M | -33.0% | +84.2% | -117.2% | -39.4% |
| YTD | +5.4% | +37.3% | -31.8% | -0.7% |
| 1Y | +7.3% | +3.9% | +3.3% | +5.9% |
| 3Y | +166.0% | +83.9% | +82.1% | +135.2% |
| 5Y | +210.1% | -4.3% | +214.4% | +197.6% |
| 10Y | +712.5% | +669.1% | +43.4% | +416.9% |
| All | +859.3% | +706.3% | +153.0% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling