+943.2%
CI vs VRSK
+583.6%
+359.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.3% |
| 7D | -2.0% | -9.7% | +7.7% | +1.8% |
| 30D | -1.8% | -8.5% | +6.7% | +1.3% |
| 3M | -4.2% | -1.7% | -2.6% | -4.2% |
| 6M | +2.7% | -17.9% | +20.6% | +9.4% |
| YTD | +1.9% | -21.1% | +23.1% | +9.6% |
| 1Y | -6.3% | -35.1% | +28.9% | +8.8% |
| 3Y | +3.9% | -26.7% | +30.5% | +12.5% |
| 5Y | +41.9% | -12.0% | +53.9% | +38.7% |
| 10Y | +140.4% | +122.9% | +17.5% | +61.1% |
| All | +943.2% | +583.6% | +359.6% | +383.8% |
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 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