+598.5%
CEG vs EVRG
+65.5%
+533.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +1.0% | +16.9% | +17.3% |
| 30D | -4.5% | +7.5% | -12.0% | -7.7% |
| 3M | +1.5% | +6.8% | -5.3% | -1.6% |
| 6M | -3.5% | +7.7% | -11.3% | -7.0% |
| YTD | -19.7% | +24.9% | -44.6% | -27.7% |
| 1Y | -19.8% | +18.1% | -37.9% | -26.0% |
| 3Y | +136.4% | +101.9% | +34.5% | +61.6% |
| All | +598.5% | +65.5% | +533.0% | +482.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling