+34.7%
CMS vs EVRG
+64.6%
-30.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | +1.9% | -3.2% | -2.8% |
| 30D | +6.3% | +9.0% | -2.7% | -0.9% |
| 3M | -2.1% | +6.3% | -8.4% | -6.8% |
| 6M | -5.1% | +9.9% | -15.0% | -12.1% |
| YTD | +1.3% | +23.8% | -22.6% | -14.8% |
| 1Y | -1.4% | +19.9% | -21.3% | -14.9% |
| 3Y | +36.9% | +94.3% | -57.3% | -20.9% |
| All | +34.7% | +64.6% | -30.0% | -12.3% |
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 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