+578.1%
VRSK vs COO
+828.4%
-250.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -4.7% |
| 7D | -9.7% | -2.3% | -7.4% | -9.0% |
| 30D | -8.5% | -8.8% | +0.3% | -5.9% |
| 3M | -1.7% | +1.3% | -3.0% | -2.2% |
| 6M | -17.9% | -11.6% | -6.3% | -15.1% |
| YTD | -21.1% | -17.4% | -3.7% | -16.8% |
| 1Y | -35.1% | -1.6% | -33.5% | -35.5% |
| 3Y | -26.7% | -22.6% | -4.0% | -23.9% |
| 5Y | -12.0% | -40.3% | +28.3% | -1.9% |
| 10Y | +122.9% | +45.2% | +77.7% | +91.8% |
| All | +578.1% | +828.4% | -250.3% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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