+74.2%
CTAS vs EVRG
+102.9%
-28.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +10.2% | +7.5% | +2.8% | +7.1% |
| 3M | +12.1% | +6.8% | +5.3% | +9.1% |
| 6M | +38.3% | +7.7% | +30.5% | +34.0% |
| YTD | +21.9% | +24.9% | -3.0% | +10.6% |
| 1Y | +24.0% | +18.1% | +5.9% | +15.3% |
| All | +74.2% | +102.9% | -28.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling