-0.8%
CRM vs EVRG
+48.0%
-48.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -1.2% | +29.4% | +28.3% |
| 3M | +48.8% | -0.6% | +49.4% | +48.8% |
| 6M | +28.3% | +2.4% | +25.8% | +27.2% |
| YTD | -6.0% | +15.5% | -21.5% | -9.6% |
| 1Y | +1.4% | +16.8% | -15.4% | -3.0% |
| 3Y | +11.8% | +75.0% | -63.2% | -6.5% |
| All | -0.8% | +48.0% | -48.8% | -11.9% |
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