+66.5%
CF vs EVRG
+19.4%
+47.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +2.9% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +14.3% | -0.2% | +14.5% | +14.1% |
| 3M | +27.9% | -0.5% | +28.3% | +27.7% |
| 6M | +25.5% | +0.2% | +25.3% | +24.9% |
| YTD | +81.2% | +14.9% | +66.3% | +68.6% |
| 1Y | +66.5% | +18.2% | +48.3% | +53.2% |
| All | +66.5% | +19.4% | +47.2% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling