+184.1%
VRSK vs CNH
+55.5%
+128.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | 0.0% | -4.7% |
| 7D | -9.7% | +8.8% | -18.5% | -10.9% |
| 30D | -8.5% | +24.7% | -33.2% | -11.7% |
| 3M | -1.7% | +27.3% | -29.0% | -5.6% |
| 6M | -17.9% | +23.2% | -41.0% | -21.3% |
| YTD | -21.1% | +48.9% | -70.1% | -27.2% |
| 1Y | -35.1% | +19.4% | -54.5% | -37.9% |
| 3Y | -26.7% | +7.8% | -34.4% | -30.0% |
| 5Y | -12.0% | +8.7% | -20.7% | -17.8% |
| 10Y | +122.9% | +149.5% | -26.7% | +69.2% |
| All | +184.1% | +55.5% | +128.6% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling