+184.1%
COP vs VRSK
-11.9%
+196.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.0% | -7.7% | +8.7% | +1.6% |
| 30D | +9.6% | -2.8% | +12.4% | +9.7% |
| 3M | +15.0% | -3.7% | +18.7% | +15.0% |
| 6M | +21.8% | -12.8% | +34.5% | +22.5% |
| YTD | +49.6% | -21.0% | +70.6% | +51.4% |
| 1Y | +49.9% | -32.5% | +82.3% | +53.6% |
| 3Y | +22.6% | -26.5% | +49.1% | +24.0% |
| All | +184.1% | -11.9% | +196.1% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling