+3,994.3%
CMG vs EVRG
+793.5%
+3,200.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -6.5% | +0.6% | -7.0% | -6.7% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +20.6% | -0.5% | +21.0% | +20.5% |
| 6M | +2.1% | +0.2% | +1.9% | +1.7% |
| YTD | -2.6% | +14.9% | -17.5% | -8.1% |
| 1Y | -8.7% | +18.2% | -26.9% | -15.0% |
| 3Y | -7.4% | +70.2% | -77.6% | -26.0% |
| 5Y | -5.7% | +45.3% | -51.0% | -20.8% |
| 10Y | +322.3% | +112.4% | +209.9% | +177.0% |
| All | +3,994.3% | +793.5% | +3,200.9% | +999.9% |
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 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