-14.9%
VRSK vs CPB
-11.5%
-3.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -5.4% | -8.0% | +2.6% | -2.1% |
| 30D | -1.8% | -2.4% | +0.6% | -1.2% |
| 3M | -2.2% | +0.5% | -2.8% | -3.2% |
| 6M | -14.9% | -10.5% | -4.4% | -16.1% |
| All | -14.9% | -11.5% | -3.4% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling