-2.6%
CMS vs VRSK
-32.5%
+29.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.3% | -7.7% | +6.4% | -0.9% |
| 30D | -2.8% | -2.8% | 0.0% | -2.7% |
| 3M | -7.1% | -3.7% | -3.4% | -6.8% |
| 6M | -10.0% | -12.8% | +2.7% | -8.9% |
| YTD | -0.9% | -21.0% | +20.0% | +1.8% |
| All | -2.6% | -32.5% | +29.8% | +5.0% |
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