+124.0%
VRSK vs CRL
+256.1%
-132.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -5.2% | -3.5% | -1.6% | -4.3% |
| 30D | -2.3% | -2.1% | -0.2% | -1.9% |
| 3M | -2.9% | +48.0% | -50.9% | -12.1% |
| 6M | -12.8% | +64.7% | -77.5% | -23.8% |
| YTD | -20.8% | +39.5% | -60.3% | -28.2% |
| 1Y | -33.2% | +74.2% | -107.4% | -43.0% |
| 3Y | -26.6% | +39.4% | -65.9% | -37.6% |
| 5Y | -11.3% | -36.9% | +25.6% | -3.8% |
| All | +124.0% | +256.1% | -132.1% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling