+68.0%
CNH vs EVRG
+328.4%
-260.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +23.3% | +1.1% | +22.2% | +22.8% |
| 30D | +33.5% | -1.0% | +34.5% | +33.8% |
| 3M | +32.7% | +0.4% | +32.3% | +32.3% |
| 6M | +22.2% | -0.8% | +23.0% | +22.4% |
| YTD | +57.7% | +15.3% | +42.4% | +49.9% |
| 1Y | +28.0% | +17.9% | +10.1% | +20.5% |
| 3Y | +11.5% | +71.9% | -60.4% | -8.7% |
| 5Y | +11.9% | +45.3% | -33.4% | -3.8% |
| 10Y | +162.8% | +113.1% | +49.7% | +101.3% |
| All | +68.0% | +328.4% | -260.5% | -1.8% |
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 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