+574.3%
CF vs EVRG
+114.7%
+459.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +18.1% | -0.5% | +18.6% | +18.2% |
| 3M | +23.4% | +1.5% | +21.9% | +22.5% |
| 6M | +17.1% | +1.2% | +15.9% | +16.2% |
| YTD | +76.2% | +16.3% | +59.9% | +66.1% |
| 1Y | +62.3% | +20.3% | +42.0% | +51.1% |
| 3Y | +71.8% | +72.3% | -0.5% | +39.1% |
| 5Y | +234.6% | +46.7% | +187.9% | +183.8% |
| 10Y | +574.3% | +113.8% | +460.5% | +389.7% |
| All | +574.3% | +114.7% | +459.6% | +389.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling