+3,498.7%
CLS vs VRSK
+593.4%
+2,905.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +20.1% | -5.4% | +25.5% | +21.9% |
| 30D | +6.0% | -1.8% | +7.8% | +6.3% |
| 3M | -10.3% | -2.2% | -8.1% | -11.1% |
| 6M | +24.5% | -14.9% | +39.4% | +28.1% |
| YTD | +12.9% | -20.0% | +32.9% | +17.6% |
| 1Y | +36.7% | -33.1% | +69.8% | +51.2% |
| 3Y | +1,328.1% | -25.6% | +1,353.7% | +1,343.2% |
| 5Y | +3,682.3% | -10.1% | +3,692.4% | +3,325.7% |
| 10Y | +3,038.3% | +128.4% | +2,909.9% | +1,748.6% |
| All | +3,498.7% | +593.4% | +2,905.3% | +1,113.5% |
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 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