-34.0%
CCL vs VEEV
+656.9%
-690.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +13.1% | +1.4% | +11.7% | +12.7% |
| 3M | +3.4% | +19.4% | -16.0% | -2.2% |
| 6M | +18.7% | +93.6% | -74.9% | -2.4% |
| YTD | -2.3% | +35.1% | -37.3% | -11.7% |
| 1Y | +14.2% | +3.4% | +10.8% | +11.0% |
| 3Y | +133.6% | +81.4% | +52.2% | +91.2% |
| 5Y | +33.5% | -5.1% | +38.6% | +18.3% |
| All | -34.0% | +656.9% | -690.9% | -63.7% |
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