+32.2%
CVS vs VRSK
-11.8%
+44.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.2% | -5.2% | +3.0% | -1.6% |
| 30D | -0.1% | -2.3% | +2.3% | +0.2% |
| 3M | -5.2% | -2.9% | -2.3% | -5.0% |
| 6M | +26.9% | -12.8% | +39.7% | +29.0% |
| YTD | +22.1% | -20.8% | +42.9% | +26.0% |
| 1Y | +30.8% | -33.2% | +64.0% | +39.1% |
| 3Y | +54.4% | -26.6% | +81.0% | +62.3% |
| All | +32.2% | -11.8% | +44.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling