+617.9%
VRSK vs CAPR
-98.8%
+716.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +3.5% | -66.4% | +69.9% | +3.7% |
| 6M | -13.4% | -63.1% | +49.8% | -13.3% |
| YTD | -16.5% | -67.4% | +50.9% | -16.4% |
| 1Y | -30.6% | +58.2% | -88.8% | -32.5% |
| 3Y | -21.9% | +42.2% | -64.1% | -25.1% |
| 5Y | -6.3% | +87.3% | -93.5% | -10.9% |
| 10Y | +133.1% | -75.3% | +208.3% | +114.9% |
| All | +617.9% | -98.8% | +716.7% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling