+14.9%
CART vs EVRG
+17.4%
-2.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.4% |
| 7D | +1.0% | +1.1% | -0.1% | +1.3% |
| 30D | +12.6% | -1.0% | +13.6% | +12.4% |
| 3M | +23.1% | +0.4% | +22.7% | +23.4% |
| 6M | +39.5% | -0.8% | +40.4% | +39.6% |
| YTD | +13.5% | +15.3% | -1.8% | +22.2% |
| 1Y | +14.9% | +17.9% | -3.0% | +43.1% |
| All | +14.9% | +17.4% | -2.6% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling