+40.1%
CSGP vs VRSK
+121.2%
-81.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +1.6% |
| 7D | -5.1% | -9.7% | +4.6% | +1.0% |
| 30D | +0.3% | -8.5% | +8.8% | +5.8% |
| 3M | -9.1% | -1.7% | -7.5% | -8.3% |
| 6M | -37.3% | -17.9% | -19.4% | -29.7% |
| YTD | -54.9% | -21.1% | -33.7% | -48.2% |
| 1Y | -65.5% | -35.1% | -30.4% | -55.4% |
| 3Y | -63.3% | -26.7% | -36.6% | -57.5% |
| 5Y | -65.8% | -12.0% | -53.8% | -65.5% |
| 10Y | +40.1% | +122.9% | -82.8% | -10.1% |
| All | +40.1% | +121.2% | -81.1% | -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