+11.8%
CRM vs VRSK
-26.5%
+38.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | -5.2% | +0.7% | -2.3% |
| 30D | +28.1% | -2.3% | +30.5% | +29.8% |
| 3M | +48.8% | -2.9% | +51.7% | +51.4% |
| 6M | +28.3% | -12.8% | +41.1% | +33.6% |
| YTD | -6.0% | -20.8% | +14.8% | -0.1% |
| 1Y | +1.4% | -33.2% | +34.7% | +12.0% |
| 3Y | +11.8% | -26.6% | +38.4% | +18.3% |
| All | +11.8% | -26.5% | +38.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling