+2,317.2%
CBRE vs EVRG
+965.3%
+1,351.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.9% |
| 30D | -2.2% | -1.0% | -1.2% | -1.4% |
| 3M | +12.9% | +0.4% | +12.5% | +12.1% |
| 6M | +4.3% | -0.8% | +5.2% | +4.2% |
| YTD | -8.0% | +15.3% | -23.4% | -20.6% |
| 1Y | -8.6% | +17.9% | -26.4% | -22.9% |
| 3Y | +71.9% | +71.9% | 0.0% | -0.3% |
| 5Y | +50.0% | +45.3% | +4.8% | -1.5% |
| 10Y | +390.1% | +113.1% | +277.0% | +81.7% |
| All | +2,317.2% | +965.3% | +1,351.9% | +45.7% |
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