-60.3%
CSGP vs VRSK
-9.3%
-51.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.0% |
| 7D | +1.3% | +4.2% | -3.0% | -0.9% |
| 30D | +10.7% | +21.3% | -10.6% | +0.9% |
| 3M | +3.3% | +8.1% | -4.8% | -1.0% |
| 6M | -10.3% | +20.3% | -30.7% | -17.7% |
| YTD | -54.6% | -7.8% | -46.8% | -53.6% |
| 1Y | -54.6% | -2.9% | -51.7% | -54.5% |
| 3Y | -60.3% | -9.4% | -51.0% | -58.9% |
| All | -60.3% | -9.3% | -51.1% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling