-7.3%
VEEV vs CAI
-11.0%
+3.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -8.2% | -5.1% | -3.2% | -7.7% |
| 30D | +10.3% | +3.9% | +6.4% | +9.5% |
| 3M | +59.4% | +40.1% | +19.3% | +51.9% |
| 6M | +37.6% | +29.7% | +7.9% | +31.4% |
| YTD | +16.9% | -10.9% | +27.8% | +15.4% |
| 1Y | -5.0% | -28.0% | +23.1% | -5.5% |
| All | -7.3% | -11.0% | +3.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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