+24.5%
CMS vs VRSK
-11.8%
+36.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.9% | -5.2% | +3.2% | -0.9% |
| 30D | -4.1% | -2.3% | -1.8% | -3.8% |
| 3M | -7.1% | -2.9% | -4.2% | -6.8% |
| 6M | -10.1% | -12.8% | +2.8% | -7.6% |
| YTD | -1.7% | -20.8% | +19.1% | +3.4% |
| 1Y | -3.4% | -33.2% | +29.8% | +6.7% |
| 3Y | +31.6% | -26.6% | +58.1% | +39.8% |
| All | +24.5% | -11.8% | +36.3% | +19.6% |
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 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