+617.9%
VRSK vs CF
+1,009.5%
-391.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.2% |
| 7D | -3.1% | +6.0% | -9.1% | -3.8% |
| 30D | -1.6% | +14.8% | -16.4% | -3.2% |
| 3M | +3.5% | +14.1% | -10.6% | +1.7% |
| 6M | -13.4% | +28.5% | -41.9% | -16.5% |
| YTD | -16.5% | +74.9% | -91.5% | -22.5% |
| 1Y | -30.6% | +61.7% | -92.3% | -35.1% |
| 3Y | -21.9% | +80.3% | -102.2% | -28.7% |
| 5Y | -6.3% | +226.0% | -232.3% | -22.9% |
| 10Y | +133.1% | +569.9% | -436.8% | +69.7% |
| All | +617.9% | +1,009.5% | -391.6% | +393.4% |
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 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