+122.2%
CMS vs EVRG
+111.7%
+10.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | 0.0% |
| 7D | +0.2% | +0.6% | -0.4% | -0.2% |
| 30D | -1.3% | -0.2% | -1.1% | -1.2% |
| 3M | -5.4% | -0.5% | -4.9% | -5.1% |
| 6M | -10.3% | +0.2% | -10.5% | -10.4% |
| YTD | -0.2% | +14.9% | -15.1% | -9.5% |
| 1Y | -0.9% | +18.2% | -19.1% | -11.8% |
| 3Y | +34.0% | +70.2% | -36.2% | -7.9% |
| 5Y | +23.6% | +45.3% | -21.8% | -5.5% |
| 10Y | +122.2% | +112.4% | +9.8% | +25.7% |
| All | +122.2% | +111.7% | +10.5% | +25.7% |
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 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