+218.9%
CTVA vs VRSK
+29.0%
+189.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.7% | -7.7% | +3.1% | -2.0% |
| 30D | +11.1% | -2.8% | +13.9% | +12.0% |
| 3M | +13.7% | -3.7% | +17.4% | +14.6% |
| 6M | +11.2% | -12.8% | +24.0% | +15.5% |
| YTD | +26.9% | -21.0% | +47.9% | +36.2% |
| 1Y | +18.8% | -32.5% | +51.3% | +35.6% |
| 3Y | +75.9% | -26.5% | +102.5% | +89.3% |
| 5Y | +105.2% | -11.5% | +116.7% | +96.7% |
| All | +218.9% | +29.0% | +189.9% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling