+49.0%
CCL vs VEEV
+18.2%
+30.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.8% |
| 7D | -4.4% | -7.1% | +2.7% | -2.6% |
| 30D | -18.2% | +11.1% | -29.3% | -21.0% |
| 3M | -17.7% | +55.5% | -73.2% | -28.3% |
| 6M | -13.0% | +33.4% | -46.4% | -20.7% |
| YTD | -24.5% | +16.8% | -41.3% | -28.3% |
| 1Y | -26.9% | -7.7% | -19.2% | -25.1% |
| All | +49.0% | +18.2% | +30.8% | +23.1% |
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