+14.6%
COST vs VRSK
-2.2%
+16.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.1% | +0.7% |
| 7D | +7.1% | +10.9% | -3.7% | +5.4% |
| 30D | +14.1% | +28.0% | -14.0% | +10.1% |
| 3M | +13.3% | +12.3% | +1.0% | +11.1% |
| 6M | +5.2% | +17.8% | -12.7% | +2.8% |
| YTD | +24.3% | -4.7% | +29.0% | +21.7% |
| 1Y | +14.6% | -0.2% | +14.8% | +10.8% |
| All | +14.6% | -2.2% | +16.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling