+47.5%
CCL vs VRSK
-26.6%
+74.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -4.3% | -7.7% | +3.4% | -3.8% |
| 30D | -19.0% | -2.8% | -16.1% | -18.9% |
| 3M | -13.1% | -3.7% | -9.4% | -12.8% |
| 6M | -13.3% | -12.8% | -0.5% | -11.9% |
| YTD | -25.2% | -21.0% | -4.3% | -22.7% |
| 1Y | -27.2% | -32.5% | +5.3% | -22.1% |
| All | +47.5% | -26.6% | +74.1% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling