+27.4%
CFG vs EVRG
+20.4%
+7.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.7% | +3.5% | -2.8% | +0.2% |
| 30D | +2.8% | +9.2% | -6.5% | +1.4% |
| 3M | -10.1% | +8.6% | -18.7% | -11.2% |
| 6M | +3.2% | +10.0% | -6.8% | +2.3% |
| YTD | +14.2% | +25.1% | -10.9% | +13.3% |
| 1Y | +27.4% | +19.5% | +7.9% | +26.0% |
| All | +27.4% | +20.4% | +7.0% | +26.0% |
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