+322.0%
CDW vs EVRG
+124.9%
+197.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.6% | +2.5% | +0.1% | +1.5% |
| 30D | +20.4% | +8.4% | +12.0% | +16.4% |
| 3M | +28.5% | +8.6% | +19.9% | +24.1% |
| 6M | +70.6% | +7.7% | +62.9% | +64.9% |
| YTD | +29.1% | +25.0% | +4.1% | +16.7% |
| 1Y | +23.8% | +18.7% | +5.0% | +14.3% |
| 3Y | -14.5% | +102.1% | -116.5% | -38.9% |
| 5Y | -1.6% | +66.8% | -68.4% | -23.9% |
| 10Y | +322.0% | +123.5% | +198.5% | +205.5% |
| All | +322.0% | +124.9% | +197.1% | +205.5% |
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 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