+330.5%
CFG vs EVRG
+294.1%
+36.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | +2.5% | -3.3% | -2.0% |
| 30D | +3.1% | +8.4% | -5.3% | -0.8% |
| 3M | -9.7% | +8.6% | -18.3% | -13.3% |
| 6M | +6.7% | +7.7% | -1.0% | +2.8% |
| YTD | +15.2% | +25.0% | -9.8% | +2.8% |
| 1Y | +28.8% | +18.7% | +10.0% | +17.7% |
| 3Y | +190.1% | +102.1% | +88.0% | +102.3% |
| 5Y | +63.4% | +66.8% | -3.5% | +23.6% |
| 10Y | +219.8% | +123.5% | +96.3% | +126.1% |
| All | +330.5% | +294.1% | +36.4% | +164.2% |
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 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