+1,323.2%
CRS vs EVRG
+113.9%
+1,209.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.1% | -1.2% | -14.9% | -15.7% |
| 3M | -21.2% | -0.6% | -20.6% | -21.2% |
| 6M | +8.7% | +2.4% | +6.3% | +6.8% |
| YTD | +41.0% | +15.5% | +25.5% | +30.5% |
| 1Y | +82.7% | +16.8% | +65.8% | +67.5% |
| 3Y | +604.8% | +75.0% | +529.8% | +417.3% |
| 5Y | +1,384.7% | +49.3% | +1,335.3% | +1,072.9% |
| All | +1,323.2% | +113.9% | +1,209.3% | +880.3% |
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