+140.2%
CMS vs EVRG
+124.6%
+15.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | +1.7% | +1.4% | +0.3% | +0.7% |
| 30D | +6.2% | +7.4% | -1.2% | +1.0% |
| 3M | +0.6% | +7.2% | -6.6% | -4.2% |
| 6M | -1.8% | +9.5% | -11.2% | -7.8% |
| YTD | +3.8% | +25.6% | -21.7% | -11.4% |
| 1Y | -1.8% | +20.4% | -22.1% | -13.7% |
| 3Y | +39.8% | +108.8% | -69.0% | -16.5% |
| 5Y | +37.1% | +68.0% | -30.8% | -4.8% |
| All | +140.2% | +124.6% | +15.6% | +31.2% |
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