+421.5%
CARR vs EVRG
+86.5%
+335.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.6% |
| 3M | -17.3% | -0.6% | -16.7% | -17.2% |
| 6M | -1.4% | +2.4% | -3.8% | -2.1% |
| YTD | +10.0% | +15.5% | -5.5% | +5.8% |
| 1Y | -6.4% | +16.8% | -23.2% | -10.3% |
| 3Y | +1.5% | +75.0% | -73.5% | -13.1% |
| 5Y | +9.3% | +49.3% | -40.0% | -2.9% |
| All | +421.5% | +86.5% | +335.0% | +351.0% |
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