+5,760.6%
CRM vs EVRG
+960.2%
+4,800.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -1.2% | +29.4% | +28.7% |
| 3M | +48.8% | -0.6% | +49.4% | +48.8% |
| 6M | +28.3% | +2.4% | +25.8% | +25.5% |
| YTD | -6.0% | +15.5% | -21.5% | -13.8% |
| 1Y | +1.4% | +16.8% | -15.4% | -7.8% |
| 3Y | +11.8% | +75.0% | -63.2% | -19.6% |
| 5Y | -2.0% | +49.3% | -51.4% | -24.5% |
| 10Y | +239.6% | +113.5% | +126.2% | +95.8% |
| All | +5,760.6% | +960.2% | +4,800.4% | +1,093.8% |
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