+357.2%
CFG vs EVRG
+266.9%
+90.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +2.7% | +0.9% | +1.8% | +2.2% |
| 30D | -3.7% | -0.5% | -3.1% | -3.5% |
| 3M | +9.5% | +1.5% | +8.0% | +8.6% |
| 6M | +22.2% | +1.2% | +21.1% | +21.2% |
| YTD | +22.3% | +16.3% | +6.0% | +13.0% |
| 1Y | +39.4% | +20.3% | +19.2% | +26.6% |
| 3Y | +188.5% | +72.3% | +116.2% | +117.5% |
| 5Y | +101.5% | +46.7% | +54.9% | +62.3% |
| 10Y | +308.6% | +113.8% | +194.8% | +198.3% |
| All | +357.2% | +266.9% | +90.3% | +190.6% |
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