+165.0%
CMI vs EVRG
+48.0%
+117.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -1.2% | -11.2% | -12.1% |
| 3M | -14.8% | -0.6% | -14.2% | -14.8% |
| 6M | +0.8% | +2.4% | -1.6% | -0.4% |
| YTD | +10.2% | +15.5% | -5.3% | +4.7% |
| 1Y | +37.4% | +16.8% | +20.6% | +29.7% |
| 3Y | +153.3% | +75.0% | +78.3% | +105.4% |
| All | +165.0% | +48.0% | +117.0% | +125.8% |
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