-7.3%
VEEV vs CAI
-11.0%
+3.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.1% |
| 7D | -7.1% | -3.1% | -4.0% | -6.7% |
| 30D | +11.1% | +2.7% | +8.4% | +10.4% |
| 3M | +55.5% | +41.7% | +13.8% | +48.0% |
| 6M | +33.4% | +26.5% | +6.9% | +27.7% |
| YTD | +16.8% | -10.9% | +27.8% | +15.3% |
| 1Y | -7.7% | -29.2% | +21.5% | -8.2% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling