+116.9%
CTAS vs EVRG
+65.8%
+51.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | +10.2% | +7.5% | +2.8% | +6.6% |
| 3M | +12.1% | +6.8% | +5.3% | +8.7% |
| 6M | +38.3% | +7.7% | +30.5% | +33.4% |
| YTD | +21.9% | +24.9% | -3.0% | +9.4% |
| 1Y | +24.0% | +18.1% | +5.9% | +14.2% |
| 3Y | +75.1% | +101.9% | -26.8% | +24.1% |
| 5Y | +116.9% | +67.0% | +49.9% | +70.4% |
| All | +116.9% | +65.8% | +51.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling