+112.7%
CSCO vs VRSK
-11.9%
+124.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.1% | -7.7% | +6.7% | +0.1% |
| 30D | -10.8% | -2.8% | -8.0% | -10.5% |
| 3M | -9.2% | -3.7% | -5.5% | -9.3% |
| 6M | +39.5% | -12.8% | +52.3% | +42.3% |
| YTD | +41.5% | -21.0% | +62.5% | +48.2% |
| 1Y | +61.0% | -32.5% | +93.4% | +76.9% |
| 3Y | +105.2% | -26.5% | +131.7% | +114.5% |
| All | +112.7% | -11.9% | +124.6% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling