+800.5%
CMS vs VRSK
+623.8%
+176.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.6% |
| 7D | +0.4% | -3.1% | +3.5% | +1.3% |
| 30D | -3.6% | -1.6% | -2.0% | -3.3% |
| 3M | -1.9% | +3.5% | -5.4% | -3.4% |
| 6M | -11.0% | -13.4% | +2.4% | -7.8% |
| YTD | +0.2% | -16.5% | +16.7% | +4.5% |
| 1Y | -1.3% | -30.6% | +29.3% | +9.2% |
| 3Y | +35.9% | -21.9% | +57.8% | +42.7% |
| 5Y | +23.1% | -6.3% | +29.4% | +19.2% |
| 10Y | +117.9% | +133.1% | -15.2% | +61.6% |
| All | +800.5% | +623.8% | +176.8% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling