+41.0%
CLS vs VRSK
-32.3%
+73.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.7% |
| 7D | +10.9% | -5.2% | +16.1% | +7.9% |
| 30D | +2.1% | -2.3% | +4.4% | +1.2% |
| 3M | -10.2% | -2.9% | -7.3% | -9.9% |
| 6M | +30.4% | -12.8% | +43.2% | +24.0% |
| YTD | +17.2% | -20.8% | +38.0% | +3.3% |
| 1Y | +41.0% | -33.2% | +74.2% | +9.5% |
| All | +41.0% | -32.3% | +73.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling