+22.4%
CCI vs VRSK
+126.1%
-103.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -0.3% | -5.2% | +4.9% | +2.1% |
| 30D | +2.2% | -2.3% | +4.5% | +3.1% |
| 3M | -16.9% | -2.9% | -14.0% | -16.3% |
| 6M | -11.5% | -12.8% | +1.3% | -6.8% |
| YTD | -12.8% | -20.8% | +8.0% | -4.4% |
| 1Y | -17.1% | -33.2% | +16.1% | -1.2% |
| 3Y | -9.6% | -26.6% | +16.9% | +0.3% |
| 5Y | -48.9% | -11.3% | -37.6% | -50.0% |
| All | +22.4% | +126.1% | -103.6% | -13.9% |
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 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