+322.0%
CMG vs VRSK
+126.1%
+195.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -5.2% | +3.1% | 0.0% |
| 30D | +10.9% | -2.3% | +13.2% | +11.6% |
| 3M | +15.8% | -2.9% | +18.8% | +15.8% |
| 6M | +6.9% | -12.8% | +19.7% | +11.3% |
| YTD | -2.2% | -20.8% | +18.7% | +5.5% |
| 1Y | -7.1% | -33.2% | +26.1% | +7.8% |
| 3Y | -7.1% | -26.6% | +19.5% | -0.1% |
| 5Y | -4.8% | -11.3% | +6.5% | -9.2% |
| All | +322.0% | +126.1% | +195.9% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling