-30.6%
VRSK vs CAPR
+48.7%
-79.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -1.6% | +139.2% | -140.8% | -1.3% |
| 3M | +3.5% | -66.4% | +69.9% | +3.3% |
| 6M | -13.4% | -63.1% | +49.8% | -13.5% |
| YTD | -16.5% | -67.4% | +50.9% | -16.6% |
| 1Y | -30.6% | +58.2% | -88.8% | -31.6% |
| All | -30.6% | +48.7% | -79.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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