+102.7%
CSCO vs EVRG
+103.3%
-0.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.1% |
| 30D | -17.1% | +9.2% | -26.3% | -18.0% |
| 3M | -19.6% | +8.6% | -28.2% | -20.5% |
| 6M | +2.4% | +10.0% | -7.5% | +0.8% |
| YTD | +29.8% | +25.1% | +4.7% | +23.9% |
| 1Y | +38.7% | +19.5% | +19.1% | +33.8% |
| All | +102.7% | +103.3% | -0.6% | +72.5% |
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