+124.0%
VRSK vs CF
+595.8%
-471.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -2.3% | +11.5% | -13.8% | -3.8% |
| 3M | -2.9% | +25.5% | -28.4% | -6.0% |
| 6M | -12.8% | +11.8% | -24.6% | -14.8% |
| YTD | -20.8% | +74.6% | -95.4% | -27.5% |
| 1Y | -33.2% | +57.7% | -90.9% | -38.1% |
| 3Y | -26.6% | +74.2% | -100.8% | -33.9% |
| 5Y | -11.3% | +223.8% | -235.1% | -31.3% |
| All | +124.0% | +595.8% | -471.8% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling