+42.4%
CART vs EVRG
+71.5%
-29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.2% |
| 7D | -4.1% | +0.9% | -5.0% | -4.2% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | +13.1% | +1.5% | +11.6% | +12.7% |
| 6M | +26.0% | +1.2% | +24.9% | +25.4% |
| YTD | +6.7% | +16.3% | -9.6% | +2.6% |
| 1Y | +6.3% | +20.3% | -14.0% | +0.8% |
| All | +42.4% | +71.5% | -29.1% | +20.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling