-39.7%
CAG vs VRSK
-26.5%
-13.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -5.2% | -0.5% | -4.3% |
| 30D | -2.4% | -2.3% | -0.1% | -1.9% |
| 3M | +9.8% | -2.9% | +12.7% | +10.6% |
| 6M | -10.8% | -12.8% | +2.0% | -7.9% |
| YTD | -10.8% | -20.8% | +10.0% | -5.5% |
| 1Y | -19.0% | -33.2% | +14.3% | -9.6% |
| 3Y | -39.7% | -26.6% | -13.1% | -34.4% |
| All | -39.7% | -26.5% | -13.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling