+6,781.2%
CME vs EVRG
+1,783.0%
+4,998.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | +6.2% | -1.0% | +7.2% | +6.7% |
| 3M | +10.4% | +0.4% | +10.0% | +10.0% |
| 6M | -9.5% | -0.8% | -8.7% | -9.5% |
| YTD | +6.0% | +15.3% | -9.3% | -2.4% |
| 1Y | +9.3% | +17.9% | -8.6% | -0.8% |
| 3Y | +57.7% | +71.9% | -14.3% | +14.4% |
| 5Y | +77.7% | +45.3% | +32.4% | +38.4% |
| 10Y | +281.2% | +113.1% | +168.2% | +121.8% |
| All | +6,781.2% | +1,783.0% | +4,998.2% | +1,254.7% |
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