+549.0%
COP vs VRSK
+593.4%
-44.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -0.5% | -5.4% | +4.9% | +1.3% |
| 30D | +11.7% | -1.8% | +13.5% | +12.1% |
| 3M | +17.7% | -2.2% | +19.9% | +17.5% |
| 6M | +18.3% | -14.9% | +33.2% | +23.4% |
| YTD | +49.1% | -20.0% | +69.1% | +58.1% |
| 1Y | +53.3% | -33.1% | +86.5% | +72.6% |
| 3Y | +22.2% | -25.6% | +47.8% | +28.9% |
| 5Y | +193.3% | -10.1% | +203.4% | +178.2% |
| 10Y | +340.2% | +128.4% | +211.8% | +183.0% |
| All | +549.0% | +593.4% | -44.3% | +201.1% |
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