-9.2%
VRSK vs CF
+35.9%
-45.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.5% |
| 7D | +4.2% | -6.9% | +11.1% | +4.3% |
| 30D | +21.2% | -3.7% | +24.9% | +21.3% |
| 3M | +2.9% | -5.0% | +7.9% | +2.9% |
| 6M | +11.3% | -10.5% | +21.8% | +11.7% |
| YTD | -10.8% | +46.5% | -57.4% | -8.9% |
| 1Y | -9.2% | +34.8% | -44.0% | -8.1% |
| All | -9.2% | +35.9% | -45.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling