-12.3%
VRSK vs CART
+137.8%
-150.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +14.9% | +22.4% | -7.6% | +12.2% |
| 3M | +12.9% | +15.6% | -2.7% | +11.0% |
| 6M | +19.3% | +44.9% | -25.6% | +14.6% |
| YTD | -8.1% | +30.0% | -38.1% | -11.4% |
| 1Y | -3.2% | +56.6% | -59.9% | -7.8% |
| 3Y | -12.3% | +131.9% | -144.3% | -16.4% |
| All | -12.3% | +137.8% | -150.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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