+110.6%
EVRG vs CRL
+249.3%
-138.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -0.7% | -6.9% | +6.2% | +0.3% |
| 30D | 0.0% | -3.2% | +3.2% | +0.4% |
| 3M | -1.0% | +46.5% | -47.5% | -6.5% |
| 6M | +1.0% | +63.1% | -62.1% | -6.7% |
| YTD | +15.1% | +36.9% | -21.8% | +8.7% |
| 1Y | +17.6% | +78.1% | -60.5% | +6.0% |
| 3Y | +70.5% | +36.7% | +33.8% | +55.1% |
| 5Y | +48.9% | -38.1% | +87.0% | +59.9% |
| All | +110.6% | +249.3% | -138.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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