+578.1%
VRSK vs CPB
+17.3%
+560.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -6.0% |
| 7D | -9.7% | -8.2% | -1.5% | -7.8% |
| 30D | -8.5% | -5.6% | -2.9% | -7.2% |
| 3M | -1.7% | +3.0% | -4.6% | -2.5% |
| 6M | -17.9% | -12.7% | -5.2% | -15.4% |
| YTD | -21.1% | -18.0% | -3.2% | -17.7% |
| 1Y | -35.1% | -31.7% | -3.4% | -29.3% |
| 3Y | -26.7% | -41.0% | +14.3% | -18.1% |
| 5Y | -12.0% | -38.4% | +26.4% | -3.9% |
| 10Y | +122.9% | -45.0% | +167.8% | +146.8% |
| All | +578.1% | +17.3% | +560.9% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling