-17.1%
CCI vs VRSK
-32.3%
+15.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -0.3% | -5.2% | +4.9% | +0.7% |
| 30D | +2.2% | -2.3% | +4.5% | +2.6% |
| 3M | -16.9% | -2.9% | -14.0% | -16.2% |
| 6M | -11.5% | -12.8% | +1.3% | -9.9% |
| YTD | -12.8% | -20.8% | +8.0% | -9.7% |
| 1Y | -17.1% | -33.2% | +16.1% | -8.4% |
| All | -17.1% | -32.3% | +15.3% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling