+197.7%
CAT vs VRSK
-26.6%
+224.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.6% |
| 7D | +0.6% | -7.7% | +8.3% | -1.5% |
| 30D | -4.5% | -2.8% | -1.7% | -5.0% |
| 3M | -5.8% | -3.7% | -2.1% | -6.0% |
| 6M | +12.7% | -12.8% | +25.5% | +12.1% |
| YTD | +41.4% | -21.0% | +62.3% | +39.4% |
| 1Y | +92.1% | -32.5% | +124.5% | +91.4% |
| All | +197.7% | -26.6% | +224.3% | +198.1% |
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