+585.0%
CAG vs EVRG
+2,060.4%
-1,475.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | -6.6% | +0.6% | -7.2% | -6.8% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +16.3% | -0.5% | +16.8% | +16.4% |
| 6M | -16.0% | +0.2% | -16.2% | -16.1% |
| YTD | -7.7% | +14.9% | -22.6% | -10.7% |
| 1Y | -16.0% | +18.2% | -34.3% | -19.4% |
| 3Y | -37.7% | +70.2% | -107.9% | -45.3% |
| 5Y | -41.2% | +45.3% | -86.6% | -46.7% |
| 10Y | -33.8% | +112.4% | -146.2% | -46.3% |
| All | +585.0% | +2,060.4% | -1,475.4% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling