-11.5%
VRSK vs CP
+32.2%
-43.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -7.7% | -2.7% | -5.0% | -7.2% |
| 30D | -2.8% | -3.4% | +0.5% | -2.1% |
| 3M | -3.7% | -0.6% | -3.1% | -3.6% |
| 6M | -12.8% | +6.3% | -19.1% | -14.2% |
| YTD | -21.0% | +21.2% | -42.1% | -25.0% |
| 1Y | -32.5% | +20.0% | -52.5% | -35.8% |
| 3Y | -26.5% | +18.7% | -45.2% | -31.7% |
| 5Y | -11.5% | +34.8% | -46.3% | -22.0% |
| All | -11.5% | +32.2% | -43.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling