+51.0%
CL vs VRSK
+126.1%
-75.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.2% | -5.2% | +2.9% | -0.5% |
| 30D | -6.0% | -2.3% | -3.7% | -5.4% |
| 3M | -2.3% | -2.9% | +0.6% | -1.9% |
| 6M | -2.0% | -12.8% | +10.8% | +1.7% |
| YTD | +11.8% | -20.8% | +32.7% | +19.6% |
| 1Y | +5.8% | -33.2% | +39.1% | +20.4% |
| 3Y | +25.9% | -26.6% | +52.5% | +36.5% |
| 5Y | +26.9% | -11.3% | +38.3% | +25.1% |
| All | +51.0% | +126.1% | -75.1% | +9.5% |
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