+333.5%
CAT vs EVRG
+49.3%
+284.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.8% |
| 7D | +5.6% | +0.9% | +4.7% | +5.3% |
| 30D | -2.3% | -0.5% | -1.8% | -2.2% |
| 3M | -10.0% | +1.5% | -11.5% | -10.6% |
| 6M | +21.2% | +1.2% | +20.1% | +20.5% |
| YTD | +44.4% | +16.3% | +28.1% | +37.5% |
| 1Y | +96.3% | +20.3% | +76.0% | +84.4% |
| 3Y | +203.9% | +72.3% | +131.6% | +150.3% |
| 5Y | +333.5% | +46.7% | +286.8% | +273.9% |
| All | +333.5% | +49.3% | +284.2% | +273.9% |
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