+48.8%
CAVA vs VEEV
+18.9%
+29.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.4% |
| 7D | -8.0% | -4.6% | -3.4% | -7.0% |
| 30D | -19.6% | +8.6% | -28.2% | -21.3% |
| 3M | -36.7% | +62.4% | -99.1% | -44.0% |
| 6M | -30.6% | +40.3% | -70.8% | -36.3% |
| YTD | -4.8% | +17.5% | -22.3% | -8.2% |
| 1Y | -13.1% | -6.1% | -7.0% | -10.6% |
| 3Y | +48.8% | +16.7% | +32.1% | +37.8% |
| All | +48.8% | +18.9% | +29.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling