+322.0%
CMG vs EVRG
+113.9%
+208.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | -1.2% | +12.1% | +11.1% |
| 3M | +15.8% | -0.6% | +16.5% | +15.9% |
| 6M | +6.9% | +2.4% | +4.5% | +6.3% |
| YTD | -2.2% | +15.5% | -17.6% | -5.3% |
| 1Y | -7.1% | +16.8% | -23.9% | -10.4% |
| 3Y | -7.1% | +75.0% | -82.1% | -18.1% |
| 5Y | -4.8% | +49.3% | -54.1% | -13.5% |
| All | +322.0% | +113.9% | +208.1% | +268.2% |
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