+578.1%
VRSK vs CP
+1,086.8%
-508.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -9.7% | +2.4% | -12.1% | -10.4% |
| 30D | -8.5% | -0.5% | -8.0% | -8.4% |
| 3M | -1.7% | +1.4% | -3.1% | -2.2% |
| 6M | -17.9% | +10.3% | -28.2% | -20.8% |
| YTD | -21.1% | +24.3% | -45.4% | -27.0% |
| 1Y | -35.1% | +20.4% | -55.6% | -39.4% |
| 3Y | -26.7% | +21.8% | -48.5% | -33.2% |
| 5Y | -12.0% | +31.5% | -43.5% | -22.9% |
| 10Y | +122.9% | +223.2% | -100.3% | +46.4% |
| All | +578.1% | +1,086.8% | -508.7% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling