-26.3%
VRSK vs CART
+11.0%
-37.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.3% | +1.7% |
| 7D | -5.4% | -9.5% | +4.1% | -4.5% |
| 30D | -1.8% | -7.8% | +6.0% | -1.0% |
| 3M | -2.2% | +10.4% | -12.6% | -3.1% |
| 6M | -14.9% | +20.1% | -35.0% | -16.3% |
| YTD | -20.0% | +3.7% | -23.7% | -20.8% |
| 1Y | -33.1% | +2.6% | -35.7% | -33.8% |
| All | -26.3% | +11.0% | -37.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling