-33.2%
VRSK vs CG
-33.8%
+0.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -5.2% | -9.9% | +4.7% | -4.3% |
| 30D | -2.3% | -11.7% | +9.3% | -1.2% |
| 3M | -2.9% | -4.3% | +1.4% | -2.4% |
| 6M | -12.8% | -8.8% | -4.0% | -12.2% |
| YTD | -20.8% | -26.9% | +6.0% | -18.6% |
| 1Y | -33.2% | -35.4% | +2.2% | -32.0% |
| All | -33.2% | -33.8% | +0.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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