-15.3%
CDW vs EVRG
+104.1%
-119.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +9.3% | +1.4% | +7.9% | +9.3% |
| 30D | +14.4% | +7.4% | +7.0% | +14.1% |
| 3M | +21.4% | +7.2% | +14.2% | +21.1% |
| 6M | +72.8% | +9.5% | +63.3% | +72.2% |
| YTD | +28.0% | +25.6% | +2.4% | +26.3% |
| 1Y | +19.3% | +20.4% | -1.0% | +18.2% |
| 3Y | -15.3% | +108.8% | -124.1% | -19.3% |
| All | -15.3% | +104.1% | -119.4% | -19.3% |
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