-10.1%
VRSK vs CF
+247.6%
-257.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | -5.4% | -0.8% | -4.6% | -5.4% |
| 30D | -1.8% | +14.3% | -16.0% | -2.6% |
| 3M | -2.2% | +27.9% | -30.1% | -3.8% |
| 6M | -14.9% | +25.5% | -40.4% | -16.4% |
| YTD | -20.0% | +81.2% | -101.2% | -23.3% |
| 1Y | -33.1% | +66.5% | -99.7% | -35.6% |
| 3Y | -25.6% | +76.7% | -102.3% | -29.2% |
| 5Y | -10.1% | +237.8% | -248.0% | -20.1% |
| All | -10.1% | +247.6% | -257.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling