+37.4%
CMI vs VRSK
-32.3%
+69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | -0.7% | -5.2% | +4.4% | -2.7% |
| 30D | -12.4% | -2.3% | -10.1% | -12.9% |
| 3M | -14.8% | -2.9% | -11.9% | -14.9% |
| 6M | +0.8% | -12.8% | +13.6% | 0.0% |
| YTD | +10.2% | -20.8% | +31.0% | +4.7% |
| 1Y | +37.4% | -33.2% | +70.7% | +24.7% |
| All | +37.4% | -32.3% | +69.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling