+357.2%
CFG vs VRSK
+196.7%
+160.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +1.2% |
| 7D | +2.7% | -9.7% | +12.4% | +7.0% |
| 30D | -3.7% | -8.5% | +4.8% | -0.5% |
| 3M | +9.5% | -1.7% | +11.1% | +8.9% |
| 6M | +22.2% | -17.9% | +40.1% | +30.7% |
| YTD | +22.3% | -21.1% | +43.5% | +32.1% |
| 1Y | +39.4% | -35.1% | +74.6% | +65.3% |
| 3Y | +188.5% | -26.7% | +215.2% | +210.8% |
| 5Y | +101.5% | -12.0% | +113.6% | +90.2% |
| 10Y | +308.6% | +122.9% | +185.8% | +127.1% |
| All | +357.2% | +196.7% | +160.6% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling