+125.4%
CHD vs EVRG
+113.9%
+11.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -6.7% | -1.2% | -5.5% | -6.3% |
| 3M | -2.7% | -0.6% | -2.1% | -2.6% |
| 6M | -4.9% | +2.4% | -7.4% | -5.9% |
| YTD | +13.3% | +15.5% | -2.1% | +7.5% |
| 1Y | +1.0% | +16.8% | -15.8% | -4.7% |
| 3Y | +1.3% | +75.0% | -73.7% | -17.8% |
| 5Y | +20.8% | +49.3% | -28.5% | +3.0% |
| All | +125.4% | +113.9% | +11.5% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling