+1,353.3%
CNC vs VRSK
+585.1%
+768.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -3.9% | -7.7% | +3.9% | -0.5% |
| 30D | +0.8% | -2.8% | +3.6% | +1.8% |
| 3M | +0.1% | -3.7% | +3.8% | +0.4% |
| 6M | +79.7% | -12.8% | +92.4% | +87.3% |
| YTD | +58.9% | -21.0% | +79.9% | +73.0% |
| 1Y | +109.1% | -32.5% | +141.6% | +142.9% |
| 3Y | 0.0% | -26.5% | +26.5% | +11.5% |
| 5Y | +9.5% | -11.5% | +21.0% | +9.2% |
| 10Y | +95.7% | +125.7% | -30.0% | +22.8% |
| All | +1,353.3% | +585.1% | +768.3% | +453.1% |
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