+505.9%
VRSK vs CBOE
+1,003.5%
-497.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -7.7% | -3.7% | -4.0% | -6.8% |
| 30D | -2.8% | +2.0% | -4.8% | -3.5% |
| 3M | -3.7% | -4.2% | +0.5% | -3.0% |
| 6M | -12.8% | +1.2% | -13.9% | -14.4% |
| YTD | -21.0% | +15.4% | -36.3% | -25.4% |
| 1Y | -32.5% | +23.5% | -56.0% | -37.5% |
| 3Y | -26.5% | +93.2% | -119.7% | -40.9% |
| 5Y | -11.5% | +142.0% | -153.5% | -33.9% |
| 10Y | +125.7% | +379.2% | -253.5% | +40.4% |
| All | +505.9% | +1,003.5% | -497.6% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling