+65.2%
CSGP vs EVRG
+121.0%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +1.3% | +1.9% | -0.6% | +0.6% |
| 30D | +10.7% | +9.0% | +1.7% | +7.4% |
| 3M | +3.3% | +6.3% | -3.0% | +1.0% |
| 6M | -10.3% | +9.9% | -20.2% | -13.4% |
| YTD | -54.6% | +23.8% | -78.4% | -58.3% |
| 1Y | -54.6% | +19.9% | -74.5% | -57.8% |
| 3Y | -60.3% | +94.3% | -154.6% | -69.6% |
| 5Y | -63.3% | +64.6% | -127.9% | -70.3% |
| All | +65.2% | +121.0% | -55.7% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling