-1.3%
CMS vs EVRG
+17.4%
-18.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +0.4% | +1.1% | -0.7% | -0.6% |
| 30D | -3.6% | -1.0% | -2.6% | -2.8% |
| 3M | -1.9% | +0.4% | -2.3% | -2.2% |
| 6M | -11.0% | -0.8% | -10.1% | -10.5% |
| YTD | +0.2% | +15.3% | -15.1% | -10.3% |
| 1Y | -1.3% | +17.9% | -19.2% | -14.3% |
| All | -1.3% | +17.4% | -18.8% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling