+3,264.4%
CSGP vs EVRG
+689.4%
+2,575.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -4.1% | +1.1% | -5.2% | -4.5% |
| 30D | +2.3% | -1.0% | +3.3% | +2.7% |
| 3M | -8.2% | +0.4% | -8.6% | -8.3% |
| 6M | -35.1% | -0.8% | -34.2% | -35.0% |
| YTD | -54.0% | +15.3% | -69.4% | -56.8% |
| 1Y | -65.3% | +17.9% | -83.2% | -67.7% |
| 3Y | -62.6% | +71.9% | -134.5% | -70.2% |
| 5Y | -64.8% | +45.3% | -110.1% | -70.3% |
| 10Y | +45.1% | +113.1% | -68.0% | +1.0% |
| All | +3,264.4% | +689.4% | +2,575.0% | +896.1% |
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