-11.3%
VRSK vs CRL
-38.3%
+27.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -7.7% | -6.9% | -0.8% | -6.8% |
| 30D | -2.8% | -3.2% | +0.4% | -2.4% |
| 3M | -3.7% | +46.5% | -50.3% | -9.5% |
| 6M | -12.8% | +63.1% | -75.9% | -19.8% |
| YTD | -21.0% | +36.9% | -57.8% | -25.4% |
| 1Y | -32.5% | +78.1% | -110.6% | -39.0% |
| 3Y | -26.5% | +36.7% | -63.2% | -33.4% |
| All | -11.3% | -38.3% | +27.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling