+804.9%
CMS vs VRSK
+583.6%
+221.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.2% |
| 7D | +1.2% | -9.7% | +10.9% | +4.3% |
| 30D | -3.2% | -8.5% | +5.4% | -0.7% |
| 3M | -2.2% | -1.7% | -0.5% | -2.2% |
| 6M | -9.4% | -17.9% | +8.5% | -4.7% |
| YTD | +0.7% | -21.1% | +21.8% | +6.8% |
| 1Y | +0.4% | -35.1% | +35.5% | +13.4% |
| 3Y | +35.2% | -26.7% | +61.9% | +44.6% |
| 5Y | +24.1% | -12.0% | +36.2% | +22.5% |
| 10Y | +115.8% | +122.9% | -7.1% | +62.3% |
| All | +804.9% | +583.6% | +221.2% | +412.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling