-29.6%
CLS vs EVRG
+15.1%
-44.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -9.9% | -8.9% |
| 7D | -21.1% | +2.3% | -23.5% | -20.9% |
| 30D | -38.2% | +9.0% | -47.2% | -38.0% |
| 3M | -36.3% | +3.7% | -40.0% | -36.3% |
| 6M | -43.8% | +6.8% | -50.6% | -44.5% |
| YTD | -20.0% | +21.9% | -42.0% | -34.8% |
| 1Y | -29.6% | +15.8% | -45.4% | -33.6% |
| All | -29.6% | +15.1% | -44.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling