+106.3%
CNH vs EVRG
+123.3%
-17.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +6.4% | +1.0% | +5.4% | +6.0% |
| 30D | -1.6% | +7.5% | -9.1% | -4.1% |
| 3M | +11.6% | +6.8% | +4.7% | +8.8% |
| 6M | +12.5% | +7.7% | +4.8% | +9.4% |
| YTD | +31.1% | +24.9% | +6.2% | +20.9% |
| 1Y | +17.0% | +18.1% | -1.1% | +9.9% |
| 3Y | +28.7% | +101.9% | -73.2% | -1.4% |
| 5Y | -17.4% | +67.0% | -84.4% | -32.8% |
| All | +106.3% | +123.3% | -17.1% | +61.8% |
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