+2,463.6%
CLS vs EVRG
+754.0%
+1,709.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +16.3% | +1.4% | +14.9% | +15.7% |
| 30D | -25.7% | +7.4% | -33.1% | -28.0% |
| 3M | -30.9% | +7.2% | -38.1% | -32.9% |
| 6M | -35.5% | +9.5% | -45.0% | -38.3% |
| YTD | -18.7% | +25.6% | -44.3% | -26.6% |
| 1Y | -17.9% | +20.4% | -38.3% | -24.6% |
| 3Y | +838.1% | +108.8% | +729.3% | +574.3% |
| 5Y | +1,971.9% | +68.0% | +1,903.9% | +1,506.5% |
| 10Y | +1,907.9% | +124.6% | +1,783.2% | +1,222.1% |
| All | +2,463.6% | +754.0% | +1,709.7% | +596.1% |
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