+4,850.5%
CL vs EVRG
+2,068.9%
+2,781.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -4.8% | -1.0% | -3.8% | -4.6% |
| 3M | +4.9% | +0.4% | +4.5% | +4.8% |
| 6M | -5.7% | -0.8% | -4.9% | -5.5% |
| YTD | +14.4% | +15.3% | -1.0% | +9.7% |
| 1Y | +8.7% | +17.9% | -9.1% | +3.6% |
| 3Y | +30.0% | +71.9% | -41.9% | +10.6% |
| 5Y | +28.4% | +45.3% | -16.9% | +14.0% |
| 10Y | +50.1% | +113.1% | -63.0% | +18.2% |
| All | +4,850.5% | +2,068.9% | +2,781.5% | +2,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling