+340.4%
CG vs EVRG
+393.0%
-52.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -3.2% | -0.5% | -2.6% | -3.0% |
| 3M | +6.2% | +1.5% | +4.7% | +5.3% |
| 6M | -4.7% | +1.2% | -5.8% | -5.6% |
| YTD | -20.6% | +16.3% | -37.0% | -26.1% |
| 1Y | -26.4% | +20.3% | -46.6% | -32.5% |
| 3Y | +55.4% | +72.3% | -16.9% | +20.9% |
| 5Y | +9.8% | +46.7% | -36.9% | -8.9% |
| 10Y | +341.4% | +113.8% | +227.6% | +220.5% |
| All | +340.4% | +393.0% | -52.6% | +106.3% |
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 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