+587.8%
VRSK vs CRL
+631.5%
-43.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -5.4% | -4.6% | -0.8% | -4.4% |
| 30D | -1.8% | +0.5% | -2.2% | -1.9% |
| 3M | -2.2% | +46.6% | -48.8% | -10.8% |
| 6M | -14.9% | +57.3% | -72.2% | -24.2% |
| YTD | -20.0% | +39.5% | -59.5% | -27.0% |
| 1Y | -33.1% | +76.9% | -110.0% | -42.6% |
| 3Y | -25.6% | +39.4% | -65.0% | -36.0% |
| 5Y | -10.1% | -37.2% | +27.0% | -6.6% |
| 10Y | +128.4% | +253.4% | -125.0% | +48.0% |
| All | +587.8% | +631.5% | -43.8% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling