+184.4%
CFG vs VRSK
-26.6%
+211.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.7% | -7.7% | +6.0% | -1.2% |
| 30D | -4.6% | -2.8% | -1.8% | -4.5% |
| 3M | +7.9% | -3.7% | +11.6% | +7.9% |
| 6M | +19.9% | -12.8% | +32.6% | +21.1% |
| YTD | +21.7% | -21.0% | +42.7% | +25.0% |
| 1Y | +38.4% | -32.5% | +70.9% | +46.9% |
| All | +184.4% | -26.6% | +211.0% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling