-30.6%
VRSK vs CNH
+29.2%
-59.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.6% | -1.9% |
| 7D | -3.1% | +23.3% | -26.4% | -0.1% |
| 30D | -1.6% | +33.5% | -35.0% | +2.6% |
| 3M | +3.5% | +32.7% | -29.2% | +7.9% |
| 6M | -13.4% | +22.2% | -35.5% | -10.3% |
| YTD | -16.5% | +57.7% | -74.2% | -10.5% |
| 1Y | -30.6% | +28.0% | -58.6% | -26.8% |
| All | -30.6% | +29.2% | -59.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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