+1,284.2%
CLS vs EVRG
+71.7%
+1,212.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.9% |
| 7D | +20.1% | +0.6% | +19.5% | +20.2% |
| 30D | +6.0% | -0.2% | +6.3% | +5.9% |
| 3M | -10.3% | -0.5% | -9.8% | -10.5% |
| 6M | +24.5% | +0.2% | +24.3% | +24.4% |
| YTD | +12.9% | +14.9% | -2.0% | +14.7% |
| 1Y | +36.7% | +18.2% | +18.5% | +40.3% |
| All | +1,284.2% | +71.7% | +1,212.6% | +1,436.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling