+50.8%
CDE vs VRSK
-30.3%
+81.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.9% |
| 7D | +0.5% | -3.1% | +3.6% | -0.7% |
| 30D | +21.9% | -1.6% | +23.4% | +21.0% |
| 3M | +14.9% | +3.5% | +11.4% | +17.2% |
| 6M | -10.5% | -13.4% | +2.9% | -10.5% |
| YTD | +19.3% | -16.5% | +35.8% | +16.3% |
| 1Y | +50.8% | -30.6% | +81.4% | +35.9% |
| All | +50.8% | -30.3% | +81.1% | +35.9% |
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 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