-26.6%
VRSK vs CBOE
+89.1%
-115.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -5.2% | -5.8% | +0.6% | -4.2% |
| 30D | -2.3% | -3.1% | +0.8% | -1.8% |
| 3M | -2.9% | -4.8% | +1.8% | -2.4% |
| 6M | -12.8% | -0.6% | -12.2% | -14.6% |
| YTD | -20.8% | +12.8% | -33.6% | -24.8% |
| 1Y | -33.2% | +19.8% | -53.0% | -37.6% |
| 3Y | -26.6% | +86.9% | -113.5% | -36.9% |
| All | -26.6% | +89.1% | -115.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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