+458.4%
VRSK vs CPAY
+1,532.9%
-1,074.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -2.0% | -3.2% | -4.6% |
| 30D | -2.3% | -0.4% | -2.0% | -2.2% |
| 3M | -2.9% | +16.4% | -19.3% | -6.8% |
| 6M | -12.8% | +23.5% | -36.3% | -18.0% |
| YTD | -20.8% | +35.7% | -56.5% | -28.1% |
| 1Y | -33.2% | +30.2% | -63.4% | -38.8% |
| 3Y | -26.6% | +49.7% | -76.3% | -37.2% |
| 5Y | -11.3% | +56.6% | -67.9% | -26.7% |
| 10Y | +126.1% | +153.8% | -27.7% | +58.8% |
| All | +458.4% | +1,532.9% | -1,074.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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