-30.6%
VRSK vs CAI
-31.3%
+0.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | -1.6% | +52.4% | -54.0% | -4.9% |
| 3M | +3.5% | +45.1% | -41.6% | +0.2% |
| 6M | -13.4% | +26.2% | -39.6% | -15.4% |
| YTD | -16.5% | -7.1% | -9.4% | -17.1% |
| 1Y | -30.6% | -31.0% | +0.5% | -29.1% |
| All | -30.6% | -31.3% | +0.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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