+108.0%
EVRG vs CRL
+102.5%
+5.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +3.5% | -1.7% | +5.2% | +3.5% |
| 30D | +9.2% | +14.6% | -5.3% | +9.0% |
| 3M | +8.6% | +24.8% | -16.2% | +8.2% |
| 6M | +10.0% | +94.7% | -84.7% | +8.5% |
| YTD | +25.1% | +73.4% | -48.3% | +23.8% |
| 1Y | +19.5% | +104.7% | -85.1% | +17.4% |
| All | +108.0% | +102.5% | +5.5% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling