+67.1%
CFG vs EVRG
+68.4%
-1.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +0.3% | +1.7% | -1.4% | -0.5% |
| 30D | +3.2% | +8.7% | -5.5% | -0.6% |
| 3M | -9.7% | +6.4% | -16.1% | -12.3% |
| 6M | +3.6% | +9.4% | -5.8% | -0.6% |
| YTD | +14.7% | +24.5% | -9.8% | +3.1% |
| 1Y | +29.6% | +20.5% | +9.1% | +18.1% |
| 3Y | +190.6% | +101.6% | +89.0% | +102.6% |
| 5Y | +67.1% | +67.5% | -0.4% | +23.3% |
| All | +67.1% | +68.4% | -1.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling