+383.7%
CBRE vs EVRG
+113.2%
+270.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.2% | -0.7% | -6.5% | -6.9% |
| 30D | -6.4% | 0.0% | -6.4% | -6.5% |
| 3M | +2.9% | -1.0% | +3.9% | +3.3% |
| 6M | +2.5% | +1.0% | +1.6% | +1.6% |
| YTD | -14.2% | +15.1% | -29.3% | -21.3% |
| 1Y | -15.1% | +17.6% | -32.7% | -23.3% |
| 3Y | +61.9% | +70.5% | -8.6% | +17.4% |
| 5Y | +42.4% | +48.9% | -6.5% | +10.4% |
| All | +383.7% | +113.2% | +270.4% | +221.1% |
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