+824.9%
CME vs VRSK
+593.4%
+231.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | -0.6% | -5.4% | +4.8% | +1.5% |
| 30D | +4.7% | -1.8% | +6.4% | +5.2% |
| 3M | +7.8% | -2.2% | +10.1% | +8.0% |
| 6M | -11.0% | -14.9% | +3.9% | -6.4% |
| YTD | +4.0% | -20.0% | +24.0% | +11.5% |
| 1Y | +9.1% | -33.1% | +42.3% | +25.7% |
| 3Y | +52.3% | -25.6% | +77.9% | +64.3% |
| 5Y | +76.1% | -10.1% | +86.2% | +70.9% |
| 10Y | +280.6% | +128.4% | +152.2% | +145.2% |
| All | +824.9% | +593.4% | +231.5% | +257.2% |
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 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