+607.3%
CEG vs VRSK
-9.0%
+616.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | +0.3% | -7.7% | +8.1% | +0.5% |
| 30D | +2.9% | -2.8% | +5.7% | +2.9% |
| 3M | +18.2% | -3.7% | +21.9% | +17.9% |
| 6M | -9.5% | -12.8% | +3.2% | -8.8% |
| YTD | -18.7% | -21.0% | +2.3% | -17.1% |
| 1Y | -10.1% | -32.5% | +22.3% | -5.8% |
| 3Y | +168.3% | -26.5% | +194.9% | +160.1% |
| All | +607.3% | -9.0% | +616.3% | +490.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling