-27.4%
VRSK vs CART
+14.3%
-41.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.0% | +0.5% | -5.0% |
| 7D | -9.7% | -4.1% | -5.6% | -9.3% |
| 30D | -8.5% | -4.3% | -4.2% | -8.1% |
| 3M | -1.7% | +13.1% | -14.8% | -2.8% |
| 6M | -17.9% | +26.0% | -43.9% | -19.6% |
| YTD | -21.1% | +6.7% | -27.8% | -22.1% |
| 1Y | -35.1% | +6.3% | -41.4% | -36.0% |
| All | -27.4% | +14.3% | -41.6% | -29.7% |
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