+304.1%
CFG vs VRSK
+125.6%
+178.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.7% | -7.7% | +6.0% | +1.5% |
| 30D | -4.6% | -2.8% | -1.8% | -3.9% |
| 3M | +7.9% | -3.7% | +11.6% | +8.3% |
| 6M | +19.9% | -12.8% | +32.6% | +24.6% |
| YTD | +21.7% | -21.0% | +42.7% | +31.3% |
| 1Y | +38.4% | -32.5% | +70.9% | +61.0% |
| 3Y | +187.0% | -26.5% | +213.5% | +208.4% |
| 5Y | +99.5% | -11.5% | +111.0% | +86.2% |
| All | +304.1% | +125.6% | +178.5% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling