+108.5%
CSCO vs EVRG
+72.7%
+35.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | -10.1% | -0.5% | -9.6% | -10.1% |
| 3M | -11.7% | +1.5% | -13.3% | -12.1% |
| 6M | +40.1% | +1.2% | +38.9% | +39.4% |
| YTD | +43.8% | +16.3% | +27.5% | +38.9% |
| 1Y | +66.6% | +20.3% | +46.4% | +59.6% |
| 3Y | +108.5% | +72.3% | +36.2% | +83.6% |
| All | +108.5% | +72.7% | +35.8% | +83.6% |
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