+3,231.7%
CLS vs EVRG
+684.3%
+2,547.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | +1.1% | +3.5% | +4.2% |
| 30D | -13.9% | -1.0% | -12.9% | -13.5% |
| 3M | -26.6% | +0.4% | -27.0% | -27.0% |
| 6M | +15.4% | -0.8% | +16.3% | +15.0% |
| YTD | +5.7% | +15.3% | -9.7% | -1.0% |
| 1Y | +41.1% | +17.9% | +23.2% | +30.9% |
| 3Y | +1,228.6% | +71.9% | +1,156.7% | +934.4% |
| 5Y | +3,240.6% | +45.3% | +3,195.4% | +2,652.3% |
| 10Y | +2,760.3% | +113.1% | +2,647.3% | +1,826.9% |
| All | +3,231.7% | +684.3% | +2,547.4% | +838.7% |
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