+306.8%
CFG vs EVRG
+111.7%
+195.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.2% |
| 7D | -0.6% | +0.6% | -1.1% | -0.9% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | +6.3% | -0.5% | +6.8% | +6.4% |
| 6M | +20.6% | +0.2% | +20.4% | +20.0% |
| YTD | +21.2% | +14.9% | +6.4% | +11.7% |
| 1Y | +38.2% | +18.2% | +20.0% | +25.1% |
| 3Y | +185.9% | +70.2% | +115.8% | +109.5% |
| 5Y | +97.0% | +45.3% | +51.6% | +55.0% |
| 10Y | +306.8% | +112.4% | +194.4% | +197.4% |
| All | +306.8% | +111.7% | +195.1% | +197.4% |
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 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