+970.6%
CDW vs EVRG
+352.7%
+617.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +13.1% | +3.5% | +9.6% | +11.6% |
| 30D | +19.1% | +9.2% | +9.9% | +15.0% |
| 3M | +24.7% | +8.6% | +16.1% | +20.6% |
| 6M | +63.4% | +10.0% | +53.4% | +56.7% |
| YTD | +26.3% | +25.1% | +1.2% | +14.6% |
| 1Y | +20.6% | +19.5% | +1.1% | +11.4% |
| 3Y | -16.3% | +102.3% | -118.6% | -39.1% |
| 5Y | -3.9% | +66.8% | -70.8% | -24.7% |
| 10Y | +331.5% | +125.0% | +206.5% | +202.8% |
| All | +970.6% | +352.7% | +617.9% | +492.9% |
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