+9.1%
CME vs EVRG
+17.7%
-8.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +5.6% | -1.2% | +6.8% | +5.8% |
| 3M | +5.6% | -0.6% | +6.2% | +5.6% |
| 6M | -8.3% | +2.4% | -10.7% | -8.8% |
| YTD | +4.3% | +15.5% | -11.1% | +2.1% |
| 1Y | +9.1% | +16.8% | -7.7% | +9.1% |
| All | +9.1% | +17.7% | -8.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling