-28.9%
CDW vs EVRG
+72.7%
-101.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.0% | -5.2% |
| 7D | -3.9% | +0.9% | -4.8% | -3.9% |
| 30D | +6.9% | -0.5% | +7.4% | +6.9% |
| 3M | +7.7% | +1.5% | +6.2% | +7.6% |
| 6M | +18.3% | +1.2% | +17.2% | +18.2% |
| YTD | +7.8% | +16.3% | -8.6% | +6.0% |
| 1Y | -12.2% | +20.3% | -32.4% | -14.0% |
| 3Y | -28.9% | +72.3% | -101.3% | -33.7% |
| All | -28.9% | +72.7% | -101.6% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling