+1.5%
CARR vs VRSK
-26.5%
+28.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.5% |
| 7D | -3.8% | -5.2% | +1.4% | -3.9% |
| 30D | -8.9% | -2.3% | -6.6% | -8.9% |
| 3M | -17.3% | -2.9% | -14.4% | -17.6% |
| 6M | -1.4% | -12.8% | +11.4% | -0.4% |
| YTD | +10.0% | -20.8% | +30.8% | +13.2% |
| 1Y | -6.4% | -33.2% | +26.9% | +0.6% |
| 3Y | +1.5% | -26.6% | +28.1% | +8.9% |
| All | +1.5% | -26.5% | +28.0% | +8.9% |
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 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