+18.0%
CI vs VRSK
-8.8%
+26.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.3% |
| 7D | +3.5% | +4.2% | -0.7% | +2.8% |
| 30D | +12.6% | +21.2% | -8.6% | +9.7% |
| 3M | +12.1% | +2.9% | +9.2% | +11.2% |
| 6M | +10.6% | +11.3% | -0.8% | +9.7% |
| YTD | +12.8% | -10.8% | +23.7% | +18.5% |
| 1Y | +18.0% | -9.2% | +27.2% | +21.8% |
| All | +18.0% | -8.8% | +26.8% | +21.8% |
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 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