+150.3%
CI vs EVRG
+123.0%
+27.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +2.6% | +3.5% | -0.9% | +1.1% |
| 30D | +7.3% | +9.2% | -1.9% | +3.2% |
| 3M | +9.5% | +8.6% | +0.9% | +5.5% |
| 6M | +6.4% | +10.0% | -3.5% | +2.0% |
| YTD | +12.0% | +25.1% | -13.1% | +1.2% |
| 1Y | +20.1% | +19.5% | +0.6% | +10.6% |
| 3Y | +9.6% | +102.3% | -92.7% | -20.9% |
| 5Y | +52.7% | +66.8% | -14.1% | +18.8% |
| 10Y | +150.3% | +125.0% | +25.2% | +77.1% |
| All | +150.3% | +123.0% | +27.2% | +77.1% |
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