+281.1%
CG vs EVRG
+432.2%
-151.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | +11.2% | +7.4% | +3.8% | +8.0% |
| 3M | -22.1% | +7.2% | -29.3% | -24.4% |
| 6M | -17.9% | +9.5% | -27.4% | -21.2% |
| YTD | -31.3% | +25.6% | -56.9% | -38.1% |
| 1Y | -24.0% | +20.4% | -44.3% | -30.3% |
| 3Y | +45.0% | +108.8% | -63.8% | +4.1% |
| 5Y | -22.6% | +68.0% | -90.6% | -39.3% |
| 10Y | +282.1% | +124.6% | +157.5% | +171.4% |
| All | +281.1% | +432.2% | -151.0% | +73.0% |
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