+683.1%
CTAS vs EVRG
+113.9%
+569.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.7% | -1.2% | +0.5% | -0.2% |
| 3M | +11.1% | -0.6% | +11.7% | +11.3% |
| 6M | +2.1% | +2.4% | -0.3% | +0.7% |
| YTD | +8.0% | +15.5% | -7.5% | +0.2% |
| 1Y | -0.5% | +16.8% | -17.3% | -8.4% |
| 3Y | +66.2% | +75.0% | -8.8% | +24.5% |
| 5Y | +109.2% | +49.3% | +59.8% | +68.1% |
| All | +683.1% | +113.9% | +569.2% | +441.8% |
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