-11.5%
VRSK vs CAPR
+66.0%
-77.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.2% |
| 7D | -7.7% | -10.6% | +2.8% | -7.7% |
| 30D | -2.8% | +111.2% | -114.0% | -3.0% |
| 3M | -3.7% | -67.2% | +63.5% | -3.7% |
| 6M | -12.8% | -75.1% | +62.4% | -12.7% |
| YTD | -21.0% | -71.2% | +50.3% | -20.9% |
| 1Y | -32.5% | +31.1% | -63.6% | -33.5% |
| 3Y | -26.5% | +31.3% | -57.9% | -31.4% |
| 5Y | -11.5% | +69.4% | -80.9% | -19.8% |
| All | -11.5% | +66.0% | -77.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling