+3,616.8%
CLS vs VRSK
-11.9%
+3,628.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | +5.0% | -7.7% | +12.7% | +4.6% |
| 30D | +4.8% | -2.8% | +7.6% | +4.7% |
| 3M | -10.4% | -3.7% | -6.7% | -10.6% |
| 6M | +20.8% | -12.8% | +33.6% | +21.5% |
| YTD | +10.0% | -21.0% | +31.0% | +11.8% |
| 1Y | +28.5% | -32.5% | +61.0% | +34.9% |
| 3Y | +1,292.2% | -26.5% | +1,318.7% | +1,234.3% |
| All | +3,616.8% | -11.9% | +3,628.7% | +2,820.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling