+26,323.0%
CTAS vs EVRG
+2,261.5%
+24,061.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | +8.7% | +7.4% | +1.3% | +5.6% |
| 3M | +13.3% | +7.2% | +6.1% | +10.1% |
| 6M | +39.4% | +9.5% | +29.9% | +34.3% |
| YTD | +21.5% | +25.6% | -4.1% | +10.5% |
| 1Y | +21.9% | +20.4% | +1.5% | +12.7% |
| 3Y | +73.6% | +108.8% | -35.2% | +28.3% |
| 5Y | +116.2% | +68.0% | +48.3% | +73.0% |
| 10Y | +818.2% | +124.6% | +693.6% | +543.1% |
| All | +26,323.0% | +2,261.5% | +24,061.5% | +8,510.6% |
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