-10.0%
CEG vs VRSK
-32.3%
+22.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | -5.2% | +0.4% | -6.1% |
| 30D | +2.3% | -2.3% | +4.7% | +1.8% |
| 3M | +15.6% | -2.9% | +18.5% | +15.1% |
| 6M | -5.0% | -12.8% | +7.8% | -6.7% |
| YTD | -19.0% | -20.8% | +1.8% | -24.3% |
| 1Y | -10.0% | -33.2% | +23.3% | -18.5% |
| All | -10.0% | -32.3% | +22.4% | -18.5% |
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