-25.8%
VRSK vs CAPR
+36.9%
-62.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.4% |
| 7D | -5.4% | -12.6% | +7.2% | -5.4% |
| 30D | -1.8% | +124.4% | -126.2% | -1.6% |
| 3M | -2.2% | -66.8% | +64.6% | -2.3% |
| 6M | -14.9% | -71.8% | +56.9% | -15.0% |
| YTD | -20.0% | -70.1% | +50.1% | -20.1% |
| 1Y | -33.1% | +33.3% | -66.5% | -33.2% |
| All | -25.8% | +36.9% | -62.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling