+21.0%
CTSH vs EVRG
+111.7%
-90.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.3% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | +10.6% | -0.5% | +11.0% | +10.6% |
| 6M | -8.8% | +0.2% | -9.0% | -9.4% |
| YTD | -28.6% | +14.9% | -43.5% | -33.7% |
| 1Y | -15.9% | +18.2% | -34.1% | -23.1% |
| 3Y | -13.9% | +70.2% | -84.1% | -34.7% |
| 5Y | -17.1% | +45.3% | -62.4% | -32.9% |
| 10Y | +21.0% | +112.4% | -91.4% | -18.6% |
| All | +21.0% | +111.7% | -90.7% | -18.6% |
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 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