+579.5%
VRSK vs CRS
+2,420.1%
-1,840.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -7.7% | -4.1% | -3.6% | -7.3% |
| 30D | -2.8% | -16.6% | +13.8% | -0.8% |
| 3M | -3.7% | -14.3% | +10.6% | -2.4% |
| 6M | -12.8% | +11.6% | -24.4% | -14.9% |
| YTD | -21.0% | +42.6% | -63.6% | -25.6% |
| 1Y | -32.5% | +81.8% | -114.3% | -38.9% |
| 3Y | -26.5% | +632.1% | -658.6% | -47.6% |
| 5Y | -11.5% | +1,401.6% | -1,413.1% | -45.0% |
| 10Y | +125.7% | +1,379.0% | -1,253.3% | +26.7% |
| All | +579.5% | +2,420.1% | -1,840.5% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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