+138.1%
CMS vs EVRG
+123.0%
+15.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | -1.9% |
| 30D | +7.4% | +9.2% | -1.8% | +1.0% |
| 3M | +1.9% | +8.6% | -6.8% | -3.9% |
| 6M | -2.3% | +10.0% | -12.3% | -8.6% |
| YTD | +3.0% | +25.1% | -22.1% | -12.0% |
| 1Y | -2.8% | +19.5% | -22.3% | -14.2% |
| 3Y | +37.9% | +102.3% | -64.4% | -15.8% |
| 5Y | +34.0% | +66.8% | -32.9% | -6.6% |
| 10Y | +138.1% | +125.0% | +13.1% | +29.5% |
| All | +138.1% | +123.0% | +15.1% | +29.5% |
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