+2,024.4%
COR vs VRSK
+593.4%
+1,431.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -3.9% | -5.4% | +1.5% | -2.1% |
| 30D | -0.3% | -1.8% | +1.4% | +0.1% |
| 3M | +15.9% | -2.2% | +18.1% | +16.1% |
| 6M | -10.3% | -14.9% | +4.7% | -6.0% |
| YTD | -3.7% | -20.0% | +16.3% | +2.5% |
| 1Y | +9.1% | -33.1% | +42.2% | +23.3% |
| 3Y | +86.6% | -25.6% | +112.2% | +99.8% |
| 5Y | +180.9% | -10.1% | +191.1% | +174.0% |
| 10Y | +407.4% | +128.4% | +279.0% | +254.7% |
| All | +2,024.4% | +593.4% | +1,431.0% | +960.6% |
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