+38.6%
CFG vs VRSK
-32.5%
+71.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | -1.7% | -7.7% | +6.0% | -2.0% |
| 30D | -4.6% | -2.8% | -1.8% | -4.7% |
| 3M | +7.9% | -3.7% | +11.6% | +7.8% |
| 6M | +19.9% | -12.8% | +32.6% | +19.6% |
| YTD | +21.7% | -21.0% | +42.7% | +23.1% |
| All | +38.6% | -32.5% | +71.0% | +45.2% |
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 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