+172.4%
CEG vs EVRG
+71.7%
+100.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +1.3% | +0.6% | +0.8% | +1.2% |
| 30D | +8.8% | -0.2% | +9.1% | +8.9% |
| 3M | +17.0% | -0.5% | +17.4% | +16.9% |
| 6M | -8.7% | +0.2% | -8.9% | -8.9% |
| YTD | -16.4% | +14.9% | -31.3% | -19.3% |
| 1Y | -1.8% | +18.2% | -20.0% | -6.0% |
| All | +172.4% | +71.7% | +100.8% | +135.3% |
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