+2,293.2%
CAT vs VRSK
+583.6%
+1,709.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.6% | +2.7% |
| 7D | +5.6% | -9.7% | +15.3% | +8.7% |
| 30D | -2.3% | -8.5% | +6.2% | -0.1% |
| 3M | -10.0% | -1.7% | -8.3% | -11.1% |
| 6M | +21.2% | -17.9% | +39.1% | +26.3% |
| YTD | +44.4% | -21.1% | +65.6% | +51.7% |
| 1Y | +96.3% | -35.1% | +131.4% | +120.7% |
| 3Y | +203.9% | -26.7% | +230.6% | +215.9% |
| 5Y | +333.5% | -12.0% | +345.5% | +304.5% |
| 10Y | +1,126.0% | +122.9% | +1,003.2% | +608.5% |
| All | +2,293.2% | +583.6% | +1,709.6% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling