+49.0%
CG vs EVRG
+71.7%
-22.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -6.4% | +0.6% | -7.0% | -6.5% |
| 30D | -7.1% | -0.2% | -6.8% | -7.1% |
| 3M | -1.6% | -0.5% | -1.1% | -1.7% |
| 6M | -8.3% | +0.2% | -8.5% | -8.6% |
| YTD | -23.8% | +14.9% | -38.7% | -27.7% |
| 1Y | -28.7% | +18.2% | -47.0% | -33.1% |
| All | +49.0% | +71.7% | -22.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling