+863.7%
CAT vs VEEV
+702.0%
+161.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +1.7% | -1.9% | +3.6% | +2.0% |
| 30D | -24.6% | +3.0% | -27.6% | -24.9% |
| 3M | -28.5% | +28.8% | -57.3% | -31.3% |
| 6M | -34.8% | +91.3% | -126.1% | -41.4% |
| YTD | +5.9% | +36.5% | -30.6% | -0.1% |
| 1Y | +6.8% | +1.9% | +4.9% | +5.8% |
| 3Y | +161.1% | +84.6% | +76.5% | +130.7% |
| 5Y | +213.4% | -2.6% | +216.0% | +199.8% |
| 10Y | +700.3% | +669.4% | +30.9% | +409.2% |
| All | +863.7% | +702.0% | +161.7% | +485.9% |
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