+284.9%
CL vs VRSK
+711.8%
-426.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.2% | +1.6% | +1.6% | +2.7% |
| 30D | +8.0% | +15.1% | -7.0% | +3.4% |
| 3M | +7.9% | +12.1% | -4.2% | +3.8% |
| 6M | +14.7% | +29.4% | -14.7% | +5.2% |
| YTD | +29.2% | -6.4% | +35.5% | +29.8% |
| 1Y | +29.5% | -3.6% | +33.1% | +28.8% |
| 3Y | +40.7% | -10.9% | +51.6% | +42.2% |
| 5Y | +43.9% | -0.5% | +44.3% | +38.1% |
| 10Y | +87.2% | +163.7% | -76.4% | +34.7% |
| All | +284.9% | +711.8% | -426.8% | +126.4% |
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