+272.2%
CME vs EVRG
+113.2%
+159.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +6.2% | 0.0% | +6.2% | +6.1% |
| 3M | +4.4% | -1.0% | +5.3% | +4.6% |
| 6M | -9.6% | +1.0% | -10.6% | -10.2% |
| YTD | +3.8% | +15.1% | -11.3% | -2.4% |
| 1Y | +9.5% | +17.6% | -8.0% | +2.0% |
| 3Y | +51.9% | +70.5% | -18.5% | +19.9% |
| 5Y | +78.7% | +48.9% | +29.8% | +47.4% |
| All | +272.2% | +113.2% | +159.0% | +169.9% |
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