+1,239.5%
CAH vs VRSK
+585.1%
+654.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -5.1% | -7.7% | +2.7% | -2.5% |
| 30D | -1.8% | -2.8% | +1.1% | -1.1% |
| 3M | +9.4% | -3.7% | +13.1% | +9.9% |
| 6M | +9.2% | -12.8% | +22.0% | +12.9% |
| YTD | +15.7% | -21.0% | +36.6% | +23.1% |
| 1Y | +59.7% | -32.5% | +92.2% | +79.5% |
| 3Y | +178.5% | -26.5% | +205.0% | +199.8% |
| 5Y | +398.3% | -11.5% | +409.8% | +390.5% |
| 10Y | +295.7% | +125.7% | +170.0% | +170.6% |
| All | +1,239.5% | +585.1% | +654.4% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling