-1.8%
CARR vs VRSK
-8.8%
+7.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.6% |
| 7D | -0.7% | +4.2% | -4.9% | +0.2% |
| 30D | +0.3% | +21.2% | -20.9% | +4.4% |
| 3M | -14.9% | +2.9% | -17.8% | -14.5% |
| 6M | -14.9% | +11.3% | -26.2% | -12.5% |
| YTD | +7.0% | -10.8% | +17.9% | +11.8% |
| 1Y | -1.8% | -9.2% | +7.4% | +2.3% |
| All | -1.8% | -8.8% | +7.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling