+1,157.1%
CAT vs EVRG
+111.7%
+1,045.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +2.9% | +0.6% | +2.4% | +2.7% |
| 30D | -2.6% | -0.2% | -2.4% | -2.6% |
| 3M | -10.7% | -0.5% | -10.2% | -10.7% |
| 6M | +16.1% | +0.2% | +16.0% | +15.8% |
| YTD | +43.2% | +14.9% | +28.3% | +35.7% |
| 1Y | +96.8% | +18.2% | +78.6% | +84.2% |
| 3Y | +201.4% | +70.2% | +131.2% | +143.2% |
| 5Y | +332.7% | +45.3% | +287.3% | +267.7% |
| 10Y | +1,157.1% | +112.4% | +1,044.7% | +811.1% |
| All | +1,157.1% | +111.7% | +1,045.4% | +811.1% |
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 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