+74.7%
CART vs EVRG
+85.2%
-10.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +19.2% | +7.4% | +11.8% | +17.7% |
| 3M | +17.6% | +7.2% | +10.3% | +16.1% |
| 6M | +47.4% | +9.5% | +37.9% | +44.7% |
| YTD | +30.9% | +25.6% | +5.3% | +24.2% |
| 1Y | +46.0% | +20.4% | +25.6% | +40.0% |
| 3Y | +130.3% | +108.8% | +21.5% | +80.3% |
| All | +74.7% | +85.2% | -10.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling