+9,832.2%
CRS vs EVRG
+2,060.4%
+7,771.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -18.1% | -0.2% | -17.9% | -18.1% |
| 3M | -12.4% | -0.5% | -12.0% | -12.5% |
| 6M | +15.9% | +0.2% | +15.8% | +15.3% |
| YTD | +45.8% | +14.9% | +30.9% | +35.8% |
| 1Y | +87.8% | +18.2% | +69.5% | +72.0% |
| 3Y | +648.7% | +70.2% | +578.5% | +468.4% |
| 5Y | +1,416.6% | +45.3% | +1,371.3% | +1,130.7% |
| 10Y | +1,412.7% | +112.4% | +1,300.3% | +896.7% |
| All | +9,832.2% | +2,060.4% | +7,771.8% | +2,888.7% |
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