+326.8%
CFG vs EVRG
+294.6%
+32.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +0.7% | +3.5% | -2.8% | -1.0% |
| 30D | +2.8% | +9.2% | -6.5% | -1.5% |
| 3M | -10.1% | +8.6% | -18.7% | -13.7% |
| 6M | +3.2% | +10.0% | -6.8% | -1.6% |
| YTD | +14.2% | +25.1% | -10.9% | +1.8% |
| 1Y | +27.4% | +19.5% | +7.9% | +16.0% |
| 3Y | +187.6% | +102.3% | +85.3% | +100.5% |
| 5Y | +65.7% | +66.8% | -1.1% | +25.3% |
| 10Y | +219.7% | +125.0% | +94.7% | +125.8% |
| All | +326.8% | +294.6% | +32.2% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling