+414.1%
CARR vs EVRG
+85.9%
+328.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | -16.4% | -1.0% | -15.4% | -16.2% |
| 6M | -2.4% | +1.0% | -3.3% | -2.7% |
| YTD | +8.4% | +15.1% | -6.7% | +4.4% |
| 1Y | -8.0% | +17.6% | -25.6% | -12.0% |
| 3Y | +0.6% | +70.5% | -69.9% | -13.4% |
| 5Y | +7.7% | +48.9% | -41.1% | -4.3% |
| All | +414.1% | +85.9% | +328.2% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling