+502.0%
CNP vs VRSK
+593.4%
-91.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | +0.7% | -5.4% | +6.1% | +2.6% |
| 30D | -0.1% | -1.8% | +1.7% | +0.3% |
| 3M | -5.6% | -2.2% | -3.4% | -5.5% |
| 6M | -7.5% | -14.9% | +7.4% | -3.2% |
| YTD | +5.5% | -20.0% | +25.5% | +12.3% |
| 1Y | +8.3% | -33.1% | +41.5% | +23.3% |
| 3Y | +51.8% | -25.6% | +77.4% | +62.7% |
| 5Y | +69.9% | -10.1% | +80.0% | +64.9% |
| 10Y | +139.9% | +128.4% | +11.5% | +69.0% |
| All | +502.0% | +593.4% | -91.4% | +215.8% |
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