+142.1%
CI vs VRSK
+126.1%
+16.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.1% | -5.2% | +5.1% | +2.0% |
| 30D | +1.8% | -2.3% | +4.1% | +2.5% |
| 3M | -4.2% | -2.9% | -1.3% | -3.8% |
| 6M | +8.8% | -12.8% | +21.7% | +13.5% |
| YTD | +3.7% | -20.8% | +24.6% | +12.1% |
| 1Y | -6.1% | -33.2% | +27.1% | +9.3% |
| 3Y | +4.5% | -26.6% | +31.1% | +13.7% |
| 5Y | +50.5% | -11.3% | +61.9% | +44.4% |
| All | +142.1% | +126.1% | +16.1% | +45.0% |
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