+444.5%
CORZ vs VRSK
-27.1%
+471.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.5% | +10.2% | +2.9% |
| 7D | +16.6% | -9.7% | +26.3% | +12.9% |
| 30D | -10.9% | -8.5% | -2.3% | -13.1% |
| 3M | -31.0% | -1.7% | -29.3% | -31.5% |
| 6M | +26.0% | -17.9% | +43.9% | +23.8% |
| YTD | +28.6% | -21.1% | +49.8% | +25.5% |
| 1Y | +34.5% | -35.1% | +69.6% | +31.4% |
| All | +444.5% | -27.1% | +471.5% | +388.6% |
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