-9.2%
VRSK vs CPB
-18.4%
+9.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -1.8% |
| 7D | +4.2% | +13.0% | -8.7% | -0.4% |
| 30D | +21.2% | +20.5% | +0.7% | +13.0% |
| 3M | +2.9% | +2.2% | +0.7% | +1.2% |
| 6M | +11.3% | +15.4% | -4.1% | +6.0% |
| YTD | -10.8% | -12.3% | +1.5% | -11.2% |
| 1Y | -9.2% | -18.0% | +8.8% | -8.5% |
| All | -9.2% | -18.4% | +9.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling