+55.6%
CSGP vs VRSK
+160.9%
-105.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | -6.1% | -2.4% | -3.6% | -4.7% |
| 30D | +0.3% | +16.8% | -16.5% | -9.0% |
| 3M | -1.3% | +14.7% | -16.0% | -9.6% |
| 6M | -8.9% | +24.7% | -33.6% | -21.0% |
| YTD | -55.2% | -7.0% | -48.2% | -53.7% |
| 1Y | -56.4% | -2.1% | -54.3% | -56.4% |
| 3Y | -62.2% | -11.4% | -50.9% | -61.3% |
| 5Y | -63.7% | -1.2% | -62.5% | -66.0% |
| All | +55.6% | +160.9% | -105.3% | -10.1% |
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