+57.3%
CL vs EVRG
+111.7%
-54.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | +0.8% | -0.5% | +1.3% | +1.0% |
| 6M | -4.2% | +0.2% | -4.4% | -4.4% |
| YTD | +13.4% | +14.9% | -1.5% | +6.8% |
| 1Y | +7.1% | +18.2% | -11.2% | -0.5% |
| 3Y | +29.0% | +70.2% | -41.2% | +2.2% |
| 5Y | +28.3% | +45.3% | -17.0% | +7.7% |
| 10Y | +57.3% | +112.4% | -55.1% | +8.9% |
| All | +57.3% | +111.7% | -54.4% | +8.9% |
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