+116.0%
CTAS vs VEEV
-4.9%
+120.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +13.3% | +19.4% | -6.1% | +9.0% |
| 6M | +39.4% | +93.6% | -54.2% | +21.4% |
| YTD | +21.5% | +35.1% | -13.6% | +13.1% |
| 1Y | +21.9% | +3.4% | +18.5% | +19.9% |
| 3Y | +73.6% | +81.4% | -7.7% | +46.9% |
| All | +116.0% | -4.9% | +120.9% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling