+245.6%
CRH vs EVRG
+113.9%
+131.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | -1.2% | -8.0% | -8.9% |
| 3M | -15.2% | -0.6% | -14.6% | -15.1% |
| 6M | -14.2% | +2.4% | -16.6% | -15.1% |
| YTD | -28.3% | +15.5% | -43.7% | -32.3% |
| 1Y | -21.8% | +16.8% | -38.6% | -26.6% |
| 3Y | +71.6% | +75.0% | -3.4% | +36.7% |
| 5Y | +96.6% | +49.3% | +47.3% | +65.4% |
| All | +245.6% | +113.9% | +131.7% | +165.5% |
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