-11.1%
VRSK vs CG
-2.7%
-8.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -5.2% | -9.9% | +4.7% | -3.7% |
| 30D | -2.3% | -11.7% | +9.3% | -0.5% |
| 3M | -2.9% | -4.3% | +1.4% | -2.5% |
| 6M | -12.8% | -8.8% | -4.0% | -12.0% |
| YTD | -20.8% | -26.9% | +6.0% | -17.5% |
| 1Y | -33.2% | -35.4% | +2.2% | -29.2% |
| 3Y | -26.6% | +43.0% | -69.6% | -36.6% |
| All | -11.1% | -2.7% | -8.4% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling