-11.5%
VRSK vs CNH
+8.8%
-20.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -7.7% | -2.5% | -5.3% | -7.6% |
| 30D | -2.8% | +27.0% | -29.8% | -4.4% |
| 3M | -3.7% | +32.6% | -36.3% | -5.6% |
| 6M | -12.8% | +23.6% | -36.3% | -14.3% |
| YTD | -21.0% | +47.8% | -68.8% | -24.2% |
| 1Y | -32.5% | +21.3% | -53.7% | -33.8% |
| 3Y | -26.5% | +7.0% | -33.5% | -27.3% |
| 5Y | -11.5% | +10.2% | -21.7% | -12.9% |
| All | -11.5% | +8.8% | -20.3% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling