-31.9%
CEG vs VRSK
-8.8%
-23.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.6% |
| 7D | -4.8% | +4.2% | -9.0% | -3.6% |
| 30D | -8.2% | +21.2% | -29.4% | -3.0% |
| 3M | -7.9% | +2.9% | -10.8% | -6.3% |
| 6M | -23.2% | +11.3% | -34.6% | -20.1% |
| YTD | -30.1% | -10.8% | -19.3% | -29.6% |
| 1Y | -31.9% | -9.2% | -22.7% | -30.9% |
| All | -31.9% | -8.8% | -23.1% | -30.9% |
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