+287.5%
CAH vs EVRG
+113.9%
+173.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +6.3% | -0.6% | +6.9% | +6.4% |
| 6M | +9.4% | +2.4% | +7.0% | +8.1% |
| YTD | +15.0% | +15.5% | -0.5% | +8.4% |
| 1Y | +55.4% | +16.8% | +38.6% | +45.9% |
| 3Y | +173.8% | +75.0% | +98.8% | +118.1% |
| 5Y | +395.2% | +49.3% | +345.9% | +316.7% |
| All | +287.5% | +113.9% | +173.5% | +187.1% |
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