+992.3%
CDW vs EVRG
+351.8%
+640.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +9.1% | +1.0% | +8.1% | +8.7% |
| 30D | +13.7% | +7.5% | +6.2% | +10.5% |
| 3M | +27.0% | +6.8% | +20.2% | +23.6% |
| 6M | +75.9% | +7.7% | +68.1% | +70.1% |
| YTD | +28.9% | +24.9% | +4.0% | +17.0% |
| 1Y | +19.6% | +18.1% | +1.5% | +11.0% |
| 3Y | -14.6% | +101.9% | -116.5% | -37.9% |
| 5Y | -3.2% | +67.0% | -70.1% | -24.2% |
| 10Y | +321.3% | +123.3% | +198.0% | +196.3% |
| All | +992.3% | +351.8% | +640.5% | +505.4% |
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