+124.0%
VRSK vs CGNX
+193.6%
-69.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.5% |
| 7D | -5.2% | +3.2% | -8.3% | -5.7% |
| 30D | -2.3% | +6.0% | -8.3% | -3.6% |
| 3M | -2.9% | +3.5% | -6.5% | -4.6% |
| 6M | -12.8% | +26.3% | -39.1% | -18.3% |
| YTD | -20.8% | +79.2% | -100.1% | -32.2% |
| 1Y | -33.2% | +43.8% | -77.0% | -40.7% |
| 3Y | -26.6% | +52.0% | -78.5% | -38.6% |
| 5Y | -11.3% | -24.0% | +12.7% | -12.5% |
| All | +124.0% | +193.6% | -69.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling