-43.5%
CAG vs VRSK
-11.8%
-31.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -5.2% | -0.5% | -4.5% |
| 30D | -2.4% | -2.3% | -0.1% | -1.9% |
| 3M | +9.8% | -2.9% | +12.7% | +10.5% |
| 6M | -10.8% | -12.8% | +2.0% | -8.3% |
| YTD | -10.8% | -20.8% | +10.0% | -6.4% |
| 1Y | -19.0% | -33.2% | +14.3% | -11.6% |
| 3Y | -39.7% | -26.6% | -13.1% | -35.6% |
| All | -43.5% | -11.8% | -31.7% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling