+283.3%
VRSK vs CG
+323.7%
-40.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.2% |
| 7D | -5.4% | -6.4% | +1.0% | -4.2% |
| 30D | -1.8% | -7.1% | +5.3% | -0.4% |
| 3M | -2.2% | -1.6% | -0.6% | -2.3% |
| 6M | -14.9% | -8.3% | -6.6% | -14.0% |
| YTD | -20.0% | -23.8% | +3.8% | -16.4% |
| 1Y | -33.1% | -28.7% | -4.4% | -29.5% |
| 3Y | -25.6% | +49.2% | -74.8% | -36.1% |
| 5Y | -10.1% | +5.5% | -15.6% | -18.8% |
| 10Y | +128.4% | +331.2% | -202.8% | +51.5% |
| All | +283.3% | +323.7% | -40.4% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling