+117.7%
CMS vs VRSK
+125.6%
-7.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.3% | -7.7% | +6.4% | +1.3% |
| 30D | -2.8% | -2.8% | 0.0% | -2.1% |
| 3M | -7.1% | -3.7% | -3.4% | -6.5% |
| 6M | -10.0% | -12.8% | +2.7% | -6.8% |
| YTD | -0.9% | -21.0% | +20.0% | +6.0% |
| 1Y | -2.0% | -32.5% | +30.5% | +11.3% |
| 3Y | +33.0% | -26.5% | +59.5% | +43.3% |
| 5Y | +24.3% | -11.5% | +35.8% | +20.5% |
| All | +117.7% | +125.6% | -7.9% | +58.8% |
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