-37.7%
CAG vs EVRG
+113.9%
-151.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.1% |
| 3M | +9.8% | -0.6% | +10.4% | +10.0% |
| 6M | -10.8% | +2.4% | -13.3% | -11.5% |
| YTD | -10.8% | +15.5% | -26.3% | -14.7% |
| 1Y | -19.0% | +16.8% | -35.8% | -22.7% |
| 3Y | -39.7% | +75.0% | -114.7% | -49.3% |
| 5Y | -43.0% | +49.3% | -92.3% | -50.2% |
| All | -37.7% | +113.9% | -151.6% | -51.1% |
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