-12.2%
CNH vs EVRG
+66.8%
-79.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.7% | +2.5% | +4.2% | +5.7% |
| 30D | +7.2% | +8.4% | -1.2% | +4.2% |
| 3M | +17.5% | +8.6% | +8.9% | +13.9% |
| 6M | +15.0% | +7.7% | +7.3% | +11.8% |
| YTD | +36.8% | +25.0% | +11.8% | +26.0% |
| 1Y | +27.6% | +18.7% | +8.9% | +19.6% |
| 3Y | +34.3% | +102.1% | -67.7% | +0.6% |
| 5Y | -12.2% | +66.8% | -79.1% | -29.2% |
| All | -12.2% | +66.8% | -79.0% | -29.2% |
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 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