+34,247.0%
CTSH vs EVRG
+693.2%
+33,553.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -2.7% | +1.1% | -3.8% | -3.2% |
| 30D | +12.4% | -1.0% | +13.4% | +12.8% |
| 3M | +17.4% | +0.4% | +17.0% | +16.9% |
| 6M | -3.1% | -0.8% | -2.2% | -3.3% |
| YTD | -23.6% | +15.3% | -38.9% | -29.2% |
| 1Y | -10.8% | +17.9% | -28.7% | -18.4% |
| 3Y | -8.3% | +71.9% | -80.2% | -30.6% |
| 5Y | -11.3% | +45.3% | -56.6% | -28.3% |
| 10Y | +22.6% | +113.1% | -90.4% | -20.0% |
| All | +34,247.0% | +693.2% | +33,553.8% | +9,929.4% |
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 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