-9.2%
VRSK vs CHD
+30.9%
-40.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | +4.2% | +6.9% | -2.7% | +1.7% |
| 30D | +21.2% | +17.1% | +4.1% | +15.4% |
| 3M | +2.9% | +9.1% | -6.2% | -0.3% |
| 6M | +11.3% | +21.4% | -10.0% | +6.6% |
| YTD | -10.8% | +34.9% | -45.7% | -16.6% |
| 1Y | -9.2% | +31.0% | -40.2% | -14.2% |
| All | -9.2% | +30.9% | -40.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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