+394.0%
CAH vs VRSK
-11.8%
+405.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -5.2% | +0.1% | -4.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.5% |
| 3M | +6.3% | -2.9% | +9.2% | +6.4% |
| 6M | +9.4% | -12.8% | +22.2% | +12.0% |
| YTD | +15.0% | -20.8% | +35.8% | +20.5% |
| 1Y | +55.4% | -33.2% | +88.7% | +69.8% |
| 3Y | +173.8% | -26.6% | +200.4% | +192.2% |
| All | +394.0% | -11.8% | +405.8% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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