-32.5%
VRSK vs CF
+63.1%
-95.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -7.7% | -2.0% | -5.8% | -7.7% |
| 30D | -2.8% | +15.3% | -18.1% | -3.4% |
| 3M | -3.7% | +24.3% | -28.0% | -4.7% |
| 6M | -12.8% | +23.9% | -36.7% | -13.7% |
| YTD | -21.0% | +77.3% | -98.2% | -23.5% |
| 1Y | -32.5% | +58.7% | -91.2% | -33.9% |
| All | -32.5% | +63.1% | -95.6% | -33.9% |
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