+674.0%
CAT vs EVRG
+123.0%
+551.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -6.3% | +3.5% | -9.8% | -7.5% |
| 30D | -26.8% | +9.2% | -36.0% | -29.2% |
| 3M | -30.0% | +8.6% | -38.7% | -32.3% |
| 6M | -34.6% | +10.0% | -44.5% | -37.0% |
| YTD | +2.9% | +25.1% | -22.2% | -5.6% |
| 1Y | +3.3% | +19.5% | -16.3% | -3.7% |
| 3Y | +153.7% | +102.3% | +51.4% | +91.6% |
| 5Y | +207.3% | +66.8% | +140.5% | +147.8% |
| 10Y | +674.0% | +125.0% | +549.0% | +464.5% |
| All | +674.0% | +123.0% | +551.0% | +464.5% |
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 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