+198,812.7%
CSCO vs EVRG
+2,338.7%
+196,474.1%
-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 | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | -17.1% | +9.2% | -26.3% | -19.8% |
| 3M | -19.6% | +8.6% | -28.2% | -22.1% |
| 6M | +2.4% | +10.0% | -7.5% | -1.5% |
| YTD | +29.8% | +25.1% | +4.7% | +18.7% |
| 1Y | +38.7% | +19.5% | +19.1% | +28.8% |
| 3Y | +101.3% | +102.3% | -1.0% | +52.8% |
| 5Y | +94.8% | +66.8% | +28.0% | +57.3% |
| 10Y | +324.2% | +125.0% | +199.2% | +197.3% |
| All | +198,812.7% | +2,338.7% | +196,474.1% | +55,357.1% |
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