+379.9%
CSCO vs VRSK
+126.1%
+253.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +2.7% | -5.2% | +7.8% | +4.6% |
| 30D | -9.5% | -2.3% | -7.2% | -9.1% |
| 3M | -7.6% | -2.9% | -4.7% | -8.0% |
| 6M | +44.9% | -12.8% | +57.7% | +49.6% |
| YTD | +47.7% | -20.8% | +68.5% | +57.9% |
| 1Y | +69.1% | -33.2% | +102.3% | +95.4% |
| 3Y | +113.5% | -26.6% | +140.1% | +128.3% |
| 5Y | +122.8% | -11.3% | +134.1% | +108.8% |
| All | +379.9% | +126.1% | +253.9% | +159.2% |
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