+62.9%
CSGP vs VRSK
+159.8%
-96.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -4.0% |
| 7D | -3.2% | +3.6% | -6.7% | -5.6% |
| 30D | +2.2% | +14.9% | -12.6% | -6.4% |
| 3M | -3.7% | +12.9% | -16.6% | -10.9% |
| 6M | -7.4% | +19.3% | -26.8% | -17.5% |
| YTD | -54.9% | -8.1% | -46.8% | -53.1% |
| 1Y | -54.9% | -3.2% | -51.7% | -54.6% |
| 3Y | -61.9% | -12.3% | -49.6% | -60.8% |
| 5Y | -63.1% | -1.2% | -61.9% | -65.5% |
| All | +62.9% | +159.8% | -96.8% | -4.1% |
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