+756.3%
CB vs VRSK
+583.6%
+172.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.6% |
| 7D | -0.6% | -9.7% | +9.1% | +3.1% |
| 30D | -3.9% | -8.5% | +4.6% | -1.0% |
| 3M | +4.9% | -1.7% | +6.6% | +5.1% |
| 6M | +3.3% | -17.9% | +21.1% | +9.8% |
| YTD | +8.5% | -21.1% | +29.6% | +16.5% |
| 1Y | +22.1% | -35.1% | +57.2% | +40.8% |
| 3Y | +70.1% | -26.7% | +96.8% | +85.0% |
| 5Y | +97.4% | -12.0% | +109.4% | +95.6% |
| 10Y | +216.8% | +122.9% | +94.0% | +117.7% |
| All | +756.3% | +583.6% | +172.7% | +295.9% |
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