+76.3%
CL vs EVRG
+122.0%
-45.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +0.5% | +1.7% | -1.1% | -0.2% |
| 30D | +11.6% | +8.7% | +2.9% | +7.8% |
| 3M | +5.6% | +6.4% | -0.8% | +2.8% |
| 6M | +13.2% | +9.4% | +3.8% | +8.9% |
| YTD | +26.9% | +24.5% | +2.5% | +15.6% |
| 1Y | +27.3% | +20.5% | +6.9% | +17.5% |
| 3Y | +39.7% | +101.6% | -61.9% | +3.3% |
| 5Y | +41.3% | +67.5% | -26.1% | +11.9% |
| 10Y | +76.3% | +122.3% | -46.1% | +19.4% |
| All | +76.3% | +122.0% | -45.7% | +19.4% |
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