-19.0%
CAG vs EVRG
+17.7%
-36.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -2.4% | -1.2% | -1.2% | -1.7% |
| 3M | +9.8% | -0.6% | +10.4% | +10.2% |
| 6M | -10.8% | +2.4% | -13.3% | -12.4% |
| YTD | -10.8% | +15.5% | -26.3% | -18.3% |
| 1Y | -19.0% | +16.8% | -35.8% | -24.5% |
| All | -19.0% | +17.7% | -36.7% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling