+815.5%
CTAS vs VEEV
+656.9%
+158.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +8.7% | +1.4% | +7.3% | +8.3% |
| 3M | +13.3% | +19.4% | -6.1% | +8.3% |
| 6M | +39.4% | +93.6% | -54.2% | +18.8% |
| YTD | +21.5% | +35.1% | -13.6% | +11.6% |
| 1Y | +21.9% | +3.4% | +18.5% | +19.0% |
| 3Y | +73.6% | +81.4% | -7.7% | +44.4% |
| 5Y | +116.2% | -5.1% | +121.3% | +104.0% |
| All | +815.5% | +656.9% | +158.6% | +437.8% |
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 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