+40.0%
CVS vs VRSK
+126.1%
-86.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.2% | -5.2% | +3.0% | -0.8% |
| 30D | -0.1% | -2.3% | +2.3% | +0.4% |
| 3M | -5.2% | -2.9% | -2.3% | -5.0% |
| 6M | +26.9% | -12.8% | +39.7% | +30.6% |
| YTD | +22.1% | -20.8% | +42.9% | +29.0% |
| 1Y | +30.8% | -33.2% | +64.0% | +45.6% |
| 3Y | +54.4% | -26.6% | +81.0% | +63.6% |
| 5Y | +33.4% | -11.3% | +44.7% | +28.6% |
| All | +40.0% | +126.1% | -86.0% | -9.4% |
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