+219.2%
CB vs VRSK
+125.6%
+93.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.8% | -7.7% | +5.0% | +0.2% |
| 30D | -2.4% | -2.8% | +0.4% | -1.6% |
| 3M | +2.8% | -3.7% | +6.5% | +3.7% |
| 6M | +4.8% | -12.8% | +17.5% | +9.1% |
| YTD | +9.2% | -21.0% | +30.1% | +17.6% |
| 1Y | +22.8% | -32.5% | +55.3% | +40.9% |
| 3Y | +71.1% | -26.5% | +97.7% | +86.9% |
| 5Y | +101.0% | -11.5% | +112.5% | +97.2% |
| All | +219.2% | +125.6% | +93.6% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling