+132.5%
CNP vs VRSK
+126.1%
+6.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.4% | -5.2% | +3.8% | +0.6% |
| 30D | -2.9% | -2.3% | -0.6% | -2.3% |
| 3M | -7.5% | -2.9% | -4.6% | -7.2% |
| 6M | -7.9% | -12.8% | +4.9% | -4.0% |
| YTD | +3.7% | -20.8% | +24.6% | +12.0% |
| 1Y | +4.6% | -33.2% | +37.8% | +21.8% |
| 3Y | +49.1% | -26.6% | +75.7% | +61.8% |
| 5Y | +69.2% | -11.3% | +80.6% | +61.5% |
| All | +132.5% | +126.1% | +6.4% | +54.9% |
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