+568.0%
CF vs EVRG
+121.0%
+447.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -3.2% | +1.9% | -5.0% | -3.8% |
| 30D | +4.3% | +9.0% | -4.7% | +1.3% |
| 3M | +2.8% | +6.3% | -3.5% | +0.5% |
| 6M | +0.6% | +9.9% | -9.3% | -2.8% |
| YTD | +56.6% | +23.8% | +32.8% | +44.5% |
| 1Y | +49.6% | +19.9% | +29.7% | +39.5% |
| 3Y | +61.5% | +94.3% | -32.8% | +25.3% |
| 5Y | +124.0% | +64.6% | +59.3% | +82.2% |
| All | +568.0% | +121.0% | +447.0% | +432.7% |
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 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