+459.7%
CMS vs EVRG
+2,068.9%
-1,609.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.4% | +1.1% | -0.7% | -0.3% |
| 30D | -3.6% | -1.0% | -2.6% | -3.0% |
| 3M | -1.9% | +0.4% | -2.3% | -2.1% |
| 6M | -11.0% | -0.8% | -10.1% | -10.5% |
| YTD | +0.2% | +15.3% | -15.1% | -7.6% |
| 1Y | -1.3% | +17.9% | -19.2% | -10.1% |
| 3Y | +35.9% | +71.9% | -36.0% | -0.3% |
| 5Y | +23.1% | +45.3% | -22.2% | -0.4% |
| 10Y | +117.9% | +113.1% | +4.9% | +40.0% |
| All | +459.7% | +2,068.9% | -1,609.3% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling