+863.2%
CDW vs EVRG
+317.4%
+545.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +9.3% | -1.0% | +10.3% | +9.6% |
| 3M | +9.8% | +0.4% | +9.4% | +9.4% |
| 6M | +23.3% | -0.8% | +24.2% | +23.2% |
| YTD | +13.7% | +15.3% | -1.7% | +6.5% |
| 1Y | -6.5% | +17.9% | -24.4% | -13.3% |
| 3Y | -25.2% | +71.9% | -97.2% | -41.8% |
| 5Y | -19.5% | +45.3% | -64.7% | -33.2% |
| 10Y | +285.8% | +113.1% | +172.8% | +177.5% |
| All | +863.2% | +317.4% | +545.9% | +451.0% |
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