+1,249.5%
CLS vs VRSK
-26.6%
+1,276.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -3.0% |
| 7D | +5.0% | -7.7% | +12.7% | +1.9% |
| 30D | +4.8% | -2.8% | +7.6% | +4.0% |
| 3M | -10.4% | -3.7% | -6.7% | -10.5% |
| 6M | +20.8% | -12.8% | +33.6% | +17.9% |
| YTD | +10.0% | -21.0% | +31.0% | +4.6% |
| 1Y | +28.5% | -32.5% | +61.0% | +19.7% |
| All | +1,249.5% | -26.6% | +1,276.1% | +1,070.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling