+26,411.8%
CTAS vs EVRG
+2,247.9%
+24,163.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 1Y | +24.0% | +18.1% | +5.9% | +15.6% |
| 3Y | +75.1% | +101.9% | -26.8% | +31.1% |
| 5Y | +116.9% | +67.0% | +49.9% | +74.0% |
| 10Y | +821.3% | +123.3% | +697.9% | +546.8% |
| All | +26,411.8% | +2,247.9% | +24,163.8% | +8,559.5% |
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