+165.0%
CMI vs VRSK
-11.8%
+176.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -5.2% | +4.4% | -0.6% |
| 30D | -12.4% | -2.3% | -10.1% | -12.4% |
| 3M | -14.8% | -2.9% | -11.9% | -15.1% |
| 6M | +0.8% | -12.8% | +13.6% | +2.0% |
| YTD | +10.2% | -20.8% | +31.0% | +13.1% |
| 1Y | +37.4% | -33.2% | +70.7% | +46.4% |
| 3Y | +153.3% | -26.6% | +179.9% | +158.9% |
| All | +165.0% | -11.8% | +176.8% | +142.5% |
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 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