+112.4%
EVRG vs CASY
+468.0%
-355.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.0% | +2.3% |
| 7D | +0.6% | -16.5% | +17.1% | +4.9% |
| 30D | -0.2% | -26.4% | +26.1% | +7.4% |
| 3M | -0.5% | -17.3% | +16.8% | +2.9% |
| 6M | +0.2% | -5.2% | +5.4% | -0.6% |
| YTD | +14.9% | +14.1% | +0.8% | +8.0% |
| 1Y | +18.2% | +16.6% | +1.6% | +10.1% |
| 3Y | +70.2% | +163.7% | -93.5% | +19.7% |
| 5Y | +45.3% | +231.3% | -186.0% | -7.0% |
| 10Y | +112.4% | +462.9% | -350.5% | +18.7% |
| All | +112.4% | +468.0% | -355.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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