+220,352.3%
CSCO vs EVRG
+2,148.4%
+218,203.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -15.7% | +0.4% | -16.1% | -16.1% |
| 6M | +36.3% | -0.8% | +37.1% | +36.0% |
| YTD | +43.8% | +15.3% | +28.5% | +35.6% |
| 1Y | +63.9% | +17.9% | +46.1% | +53.2% |
| 3Y | +104.4% | +71.9% | +32.4% | +64.5% |
| 5Y | +111.4% | +45.3% | +66.1% | +79.5% |
| 10Y | +361.7% | +113.1% | +248.6% | +230.4% |
| All | +220,352.3% | +2,148.4% | +218,203.9% | +63,268.8% |
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