-14.8%
CTSH vs EVRG
+49.3%
-64.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | +4.5% | -0.5% | +5.1% | +4.6% |
| 3M | +13.7% | +1.5% | +12.2% | +13.1% |
| 6M | -8.4% | +1.2% | -9.6% | -9.0% |
| YTD | -26.5% | +16.3% | -42.8% | -30.3% |
| 1Y | -13.9% | +20.3% | -34.2% | -19.6% |
| 3Y | -11.3% | +72.3% | -83.6% | -27.8% |
| 5Y | -14.8% | +46.7% | -61.5% | -27.6% |
| All | -14.8% | +49.3% | -64.1% | -27.6% |
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 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