+1,616.0%
EVRG vs CRL
+1,633.2%
-17.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.4% | +11.9% | -4.5% | +5.4% |
| 3M | +7.2% | +20.2% | -12.9% | +4.0% |
| 6M | +9.5% | +107.5% | -98.1% | -2.3% |
| YTD | +25.6% | +69.4% | -43.8% | +14.4% |
| 1Y | +20.4% | +99.7% | -79.4% | +6.9% |
| 3Y | +108.8% | +98.8% | +10.0% | +78.8% |
| 5Y | +68.0% | -12.4% | +80.4% | +61.3% |
| 10Y | +124.6% | +352.9% | -228.3% | +60.1% |
| All | +1,616.0% | +1,633.2% | -17.2% | +1,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling