+1,476.1%
EVRG vs CRL
+1,379.5%
+96.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -1.0% | +10.7% | -11.7% | -2.5% |
| 3M | +0.4% | +55.3% | -54.9% | -6.1% |
| 6M | -0.8% | +60.7% | -61.5% | -8.3% |
| YTD | +15.3% | +44.6% | -29.3% | +8.0% |
| 1Y | +17.9% | +77.7% | -59.9% | +6.5% |
| 3Y | +71.9% | +37.6% | +34.3% | +56.4% |
| 5Y | +45.3% | -35.8% | +81.1% | +46.8% |
| 10Y | +113.1% | +241.7% | -128.7% | +58.6% |
| All | +1,476.1% | +1,379.5% | +96.6% | +947.3% |
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