+699.4%
VRSK vs CF
+939.4%
-240.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | +16.8% | +6.5% | +10.3% | +15.9% |
| 3M | +14.7% | +4.6% | +10.1% | +13.9% |
| 6M | +24.7% | -3.3% | +28.0% | +24.7% |
| YTD | -7.0% | +63.9% | -70.9% | -13.2% |
| 1Y | -2.1% | +50.4% | -52.6% | -7.7% |
| 3Y | -11.4% | +68.2% | -79.6% | -18.5% |
| 5Y | -1.2% | +113.8% | -115.0% | -14.0% |
| 10Y | +161.7% | +479.3% | -317.6% | +93.4% |
| All | +699.4% | +939.4% | -240.0% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling