+76.1%
CME vs EVRG
+44.9%
+31.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +7.8% | -0.5% | +8.3% | +7.9% |
| 6M | -11.0% | +0.2% | -11.2% | -11.1% |
| YTD | +4.0% | +14.9% | -10.9% | +0.3% |
| 1Y | +9.1% | +18.2% | -9.1% | +4.3% |
| 3Y | +52.3% | +70.2% | -17.9% | +33.4% |
| 5Y | +76.1% | +45.3% | +30.8% | +59.9% |
| All | +76.1% | +44.9% | +31.2% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling