-33.2%
VRSK vs CNH
+22.0%
-55.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.3% |
| 7D | -5.2% | -5.7% | +0.5% | -5.9% |
| 30D | -2.3% | +26.6% | -28.9% | +1.2% |
| 3M | -2.9% | +31.1% | -34.0% | +1.7% |
| 6M | -12.8% | +24.9% | -37.7% | -9.0% |
| YTD | -20.8% | +48.7% | -69.5% | -15.5% |
| 1Y | -33.2% | +22.2% | -55.4% | -30.7% |
| All | -33.2% | +22.0% | -55.2% | -30.7% |
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