+239.5%
CL vs VRSK
+583.6%
-344.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.3% |
| 7D | -1.4% | -9.7% | +8.3% | +1.7% |
| 30D | -5.2% | -8.5% | +3.3% | -2.8% |
| 3M | +3.3% | -1.7% | +5.0% | +3.4% |
| 6M | -4.4% | -17.9% | +13.5% | +0.7% |
| YTD | +13.9% | -21.1% | +35.1% | +20.9% |
| 1Y | +7.6% | -35.1% | +42.8% | +21.4% |
| 3Y | +29.6% | -26.7% | +56.3% | +39.3% |
| 5Y | +28.1% | -12.0% | +40.1% | +27.7% |
| 10Y | +53.4% | +122.9% | -69.5% | +16.5% |
| All | +239.5% | +583.6% | -344.1% | +111.0% |
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 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