+178.8%
COR vs VRSK
-11.9%
+190.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -4.8% | -7.7% | +2.9% | -3.3% |
| 30D | -3.7% | -2.8% | -0.9% | -3.3% |
| 3M | +14.3% | -3.7% | +18.0% | +14.9% |
| 6M | -8.5% | -12.8% | +4.3% | -6.5% |
| YTD | -4.4% | -21.0% | +16.6% | -0.6% |
| 1Y | +9.1% | -32.5% | +41.6% | +17.1% |
| 3Y | +85.2% | -26.5% | +111.7% | +95.6% |
| All | +178.8% | -11.9% | +190.7% | +172.4% |
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