-11.3%
VRSK vs CPB
-41.1%
+29.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.1% |
| 7D | -7.7% | -5.4% | -2.4% | -6.5% |
| 30D | -2.8% | -7.8% | +5.0% | -0.9% |
| 3M | -3.7% | -6.9% | +3.2% | -2.2% |
| 6M | -12.8% | -12.2% | -0.6% | -10.5% |
| YTD | -21.0% | -21.1% | +0.1% | -17.2% |
| 1Y | -32.5% | -33.5% | +1.0% | -26.7% |
| 3Y | -26.5% | -43.2% | +16.6% | -17.9% |
| All | -11.3% | -41.1% | +29.9% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling