+12.4%
CCL vs VEEV
+693.5%
-681.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 6M | +18.7% | +93.6% | -74.9% | +0.5% |
| YTD | -2.3% | +35.1% | -37.3% | -10.4% |
| 1Y | +14.2% | +3.4% | +10.8% | +11.3% |
| 3Y | +133.6% | +81.4% | +52.2% | +97.7% |
| 5Y | +33.5% | -5.1% | +38.6% | +22.9% |
| 10Y | -32.8% | +661.2% | -694.0% | -57.5% |
| All | +12.4% | +693.5% | -681.1% | -32.5% |
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