-26.7%
VRSK vs CF
+76.4%
-103.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.6% |
| 7D | -9.7% | -0.9% | -8.8% | -9.7% |
| 30D | -8.5% | +18.1% | -26.6% | -9.4% |
| 3M | -1.7% | +23.4% | -25.0% | -3.0% |
| 6M | -17.9% | +17.1% | -35.0% | -18.8% |
| YTD | -21.1% | +76.2% | -97.4% | -24.3% |
| 1Y | -35.1% | +62.3% | -97.4% | -37.4% |
| 3Y | -26.7% | +71.8% | -98.5% | -30.5% |
| All | -26.7% | +76.4% | -103.1% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling