+141.0%
CI vs EVRG
+111.7%
+29.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | -5.2% | -0.5% | -4.7% | -5.1% |
| 6M | +4.3% | +0.2% | +4.1% | +4.1% |
| YTD | +2.8% | +14.9% | -12.1% | -3.6% |
| 1Y | -5.8% | +18.2% | -24.0% | -12.9% |
| 3Y | +4.7% | +70.2% | -65.4% | -18.5% |
| 5Y | +42.7% | +45.3% | -2.7% | +18.1% |
| 10Y | +141.0% | +112.4% | +28.5% | +73.7% |
| All | +141.0% | +111.7% | +29.2% | +73.7% |
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