+6.1%
CMCSA vs EVRG
+113.9%
-107.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.1% | -1.2% | +0.2% | -0.6% |
| 3M | +6.6% | -0.6% | +7.2% | +6.7% |
| 6M | -15.5% | +2.4% | -17.9% | -16.3% |
| YTD | -6.7% | +15.5% | -22.1% | -11.9% |
| 1Y | -15.6% | +16.8% | -32.4% | -20.8% |
| 3Y | -33.7% | +75.0% | -108.7% | -47.5% |
| 5Y | -46.6% | +49.3% | -96.0% | -55.4% |
| All | +6.1% | +113.9% | -107.8% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling