-10.9%
VRSK vs CP
+36.4%
-47.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.6% | +2.1% | -0.6% | +1.4% |
| 30D | +15.1% | +9.3% | +5.8% | +14.3% |
| 3M | +12.1% | +0.5% | +11.6% | +11.9% |
| 6M | +29.4% | +10.4% | +19.0% | +28.6% |
| YTD | -6.4% | +28.7% | -35.1% | -8.0% |
| 1Y | -3.6% | +33.2% | -36.8% | -5.6% |
| 3Y | -10.9% | +38.4% | -49.4% | -11.7% |
| All | -10.9% | +36.4% | -47.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling