-25.8%
VRSK vs CP
+19.7%
-45.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -5.4% | +0.6% | -6.0% | -5.4% |
| 30D | -1.8% | -0.5% | -1.3% | -1.8% |
| 3M | -2.2% | +0.1% | -2.3% | -2.2% |
| 6M | -14.9% | +7.8% | -22.7% | -15.3% |
| YTD | -20.0% | +22.9% | -42.9% | -21.3% |
| 1Y | -33.1% | +21.3% | -54.5% | -34.1% |
| All | -25.8% | +19.7% | -45.5% | -26.1% |
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