+50.6%
CI vs VRSK
-11.3%
+61.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.3% | -7.7% | +6.4% | +0.3% |
| 30D | +3.1% | -2.8% | +6.0% | +3.6% |
| 3M | -4.5% | -3.7% | -0.8% | -4.0% |
| 6M | +8.3% | -12.8% | +21.0% | +11.0% |
| YTD | +3.8% | -21.0% | +24.8% | +8.8% |
| 1Y | -5.0% | -32.5% | +27.5% | +3.9% |
| 3Y | +5.8% | -26.5% | +32.3% | +12.3% |
| 5Y | +50.6% | -11.5% | +62.1% | +47.2% |
| All | +50.6% | -11.3% | +61.9% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling