+395.2%
COR vs VRSK
+126.1%
+269.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.8% | -5.2% | +2.3% | -1.0% |
| 30D | +2.6% | -2.3% | +4.9% | +3.2% |
| 3M | +14.5% | -2.9% | +17.4% | +15.0% |
| 6M | -7.8% | -12.8% | +5.0% | -3.9% |
| YTD | -4.2% | -20.8% | +16.6% | +3.1% |
| 1Y | +7.0% | -33.2% | +40.2% | +23.0% |
| 3Y | +85.5% | -26.6% | +112.1% | +100.8% |
| 5Y | +181.2% | -11.3% | +192.5% | +171.3% |
| All | +395.2% | +126.1% | +269.1% | +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 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