+23,263.3%
CTAS vs EVRG
+2,087.5%
+21,175.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | -1.0% | -0.5% | -0.5% | -0.8% |
| 3M | +15.8% | +1.5% | +14.2% | +15.0% |
| 6M | -1.0% | +1.2% | -2.2% | -1.6% |
| YTD | +7.4% | +16.3% | -8.9% | +0.8% |
| 1Y | -0.1% | +20.3% | -20.4% | -7.6% |
| 3Y | +66.3% | +72.3% | -6.0% | +32.5% |
| 5Y | +111.0% | +46.7% | +64.3% | +78.1% |
| 10Y | +662.9% | +113.8% | +549.1% | +445.7% |
| All | +23,263.3% | +2,087.5% | +21,175.7% | +7,752.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling