+238.9%
CRM vs VRSK
+126.1%
+112.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.4% | -5.2% | +0.7% | -1.2% |
| 30D | +28.1% | -2.3% | +30.5% | +30.4% |
| 3M | +48.8% | -2.9% | +51.7% | +51.7% |
| 6M | +28.3% | -12.8% | +41.1% | +39.3% |
| YTD | -6.0% | -20.8% | +14.8% | +8.0% |
| 1Y | +1.4% | -33.2% | +34.7% | +28.6% |
| 3Y | +11.8% | -26.6% | +38.4% | +27.5% |
| 5Y | -2.0% | -11.3% | +9.3% | -3.8% |
| All | +238.9% | +126.1% | +112.8% | +78.3% |
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