+569.3%
CF vs EVRG
+112.9%
+456.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.6% |
| 30D | +14.8% | -1.0% | +15.9% | +15.1% |
| 3M | +14.1% | +0.4% | +13.7% | +13.7% |
| 6M | +28.5% | -0.8% | +29.4% | +28.4% |
| YTD | +74.9% | +15.3% | +59.6% | +65.4% |
| 1Y | +61.7% | +17.9% | +43.8% | +51.6% |
| 3Y | +80.3% | +71.9% | +8.4% | +46.0% |
| 5Y | +226.0% | +45.3% | +180.7% | +177.4% |
| All | +569.3% | +112.9% | +456.5% | +387.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling