+10.7%
CARR vs EVRG
+48.0%
-37.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.5% |
| 3M | -17.3% | -0.6% | -16.7% | -17.2% |
| 6M | -1.4% | +2.4% | -3.8% | -2.5% |
| YTD | +10.0% | +15.5% | -5.5% | +3.6% |
| 1Y | -6.4% | +16.8% | -23.2% | -12.4% |
| 3Y | +1.5% | +75.0% | -73.5% | -21.5% |
| All | +10.7% | +48.0% | -37.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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