+269.4%
CDW vs EVRG
+111.7%
+157.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.0% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | +4.9% | -0.2% | +5.1% | +4.9% |
| 3M | +7.3% | -0.5% | +7.7% | +7.3% |
| 6M | +19.2% | +0.2% | +19.0% | +18.5% |
| YTD | +6.2% | +14.9% | -8.7% | -0.7% |
| 1Y | -14.0% | +18.2% | -32.2% | -20.7% |
| 3Y | -30.0% | +70.2% | -100.2% | -46.1% |
| 5Y | -23.6% | +45.3% | -68.9% | -37.3% |
| 10Y | +269.4% | +112.4% | +157.0% | +166.7% |
| All | +269.4% | +111.7% | +157.7% | +166.7% |
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 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