-30.6%
VRSK vs CRL
+78.8%
-109.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -1.6% | +10.7% | -12.2% | -2.6% |
| 3M | +3.5% | +55.3% | -51.8% | -1.9% |
| 6M | -13.4% | +60.7% | -74.0% | -18.1% |
| YTD | -16.5% | +44.6% | -61.1% | -19.2% |
| 1Y | -30.6% | +77.7% | -108.3% | -33.9% |
| All | -30.6% | +78.8% | -109.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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