+67.3%
CSGP vs EVRG
+122.0%
-54.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.4% |
| 30D | +5.3% | +8.7% | -3.4% | +2.2% |
| 3M | +3.3% | +6.4% | -3.1% | +1.0% |
| 6M | -4.7% | +9.4% | -14.1% | -7.8% |
| YTD | -53.5% | +24.5% | -78.0% | -57.4% |
| 1Y | -53.7% | +20.5% | -74.2% | -57.1% |
| 3Y | -59.7% | +101.6% | -161.3% | -69.6% |
| 5Y | -62.5% | +67.5% | -129.9% | -69.8% |
| 10Y | +67.3% | +122.3% | -55.1% | +25.2% |
| All | +67.3% | +122.0% | -54.7% | +25.2% |
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