-33.3%
VRSK vs CAPR
+35.8%
-69.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.2% |
| 7D | -7.7% | -10.6% | +2.8% | -7.8% |
| 30D | -2.8% | +111.2% | -114.0% | -2.6% |
| 3M | -3.7% | -67.2% | +63.5% | -3.9% |
| 6M | -12.8% | -75.1% | +62.4% | -12.9% |
| YTD | -21.0% | -71.2% | +50.3% | -21.1% |
| All | -33.3% | +35.8% | -69.2% | -33.7% |
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