+60.7%
COP vs VRSK
-8.8%
+69.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.2% |
| 7D | -8.1% | +4.2% | -12.4% | -8.4% |
| 30D | +6.7% | +21.2% | -14.5% | +5.0% |
| 3M | +16.9% | +2.9% | +14.0% | +16.4% |
| 6M | +11.2% | +11.3% | -0.1% | +8.9% |
| YTD | +49.5% | -10.8% | +60.4% | +46.7% |
| 1Y | +60.7% | -9.2% | +69.8% | +57.5% |
| All | +60.7% | -8.8% | +69.5% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling