+612.8%
CRS vs EVRG
+72.0%
+540.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -16.6% | 0.0% | -16.6% | -16.6% |
| 3M | -14.3% | -1.0% | -13.3% | -14.2% |
| 6M | +11.6% | +1.0% | +10.6% | +10.8% |
| YTD | +42.6% | +15.1% | +27.5% | +36.0% |
| 1Y | +81.8% | +17.6% | +64.2% | +71.3% |
| All | +612.8% | +72.0% | +540.9% | +475.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling