+683.1%
CTAS vs VRSK
+126.1%
+557.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.5% | -5.2% | +5.7% | +3.6% |
| 30D | -0.7% | -2.3% | +1.6% | +0.2% |
| 3M | +11.1% | -2.9% | +14.0% | +12.2% |
| 6M | +2.1% | -12.8% | +14.9% | +9.1% |
| YTD | +8.0% | -20.8% | +28.8% | +21.3% |
| 1Y | -0.5% | -33.2% | +32.7% | +24.5% |
| 3Y | +66.2% | -26.6% | +92.8% | +90.5% |
| 5Y | +109.2% | -11.3% | +120.5% | +105.9% |
| All | +683.1% | +126.1% | +557.1% | +334.6% |
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