+73.5%
CART vs EVRG
+84.5%
-11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.3% |
| 30D | +22.4% | +9.2% | +13.2% | +20.6% |
| 3M | +15.6% | +8.6% | +7.0% | +14.0% |
| 6M | +44.9% | +10.0% | +34.9% | +42.2% |
| YTD | +30.0% | +25.1% | +4.9% | +23.5% |
| 1Y | +56.6% | +19.5% | +37.1% | +50.4% |
| 3Y | +131.9% | +102.3% | +29.6% | +84.8% |
| All | +73.5% | +84.5% | -11.0% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling