+193,725.9%
CSCO vs EVRG
+2,348.0%
+191,377.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | -15.8% | +7.4% | -23.2% | -18.1% |
| 3M | -15.4% | +7.2% | -22.6% | -17.6% |
| 6M | -5.4% | +9.5% | -14.9% | -8.9% |
| YTD | +26.5% | +25.6% | +0.9% | +15.5% |
| 1Y | +25.9% | +20.4% | +5.5% | +16.7% |
| 3Y | +97.5% | +108.8% | -11.3% | +48.2% |
| 5Y | +93.0% | +68.0% | +25.1% | +55.4% |
| 10Y | +308.6% | +124.6% | +184.0% | +186.5% |
| All | +193,725.9% | +2,348.0% | +191,377.9% | +53,856.3% |
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