+1,163.5%
C vs EVRG
+2,068.9%
-905.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | +0.1% | -1.0% | +1.1% | +0.5% |
| 3M | +2.4% | +0.4% | +2.0% | +1.9% |
| 6M | +24.9% | -0.8% | +25.8% | +24.8% |
| YTD | +19.8% | +15.3% | +4.5% | +10.0% |
| 1Y | +44.9% | +17.9% | +27.0% | +31.3% |
| 3Y | +263.0% | +71.9% | +191.0% | +166.2% |
| 5Y | +129.5% | +45.3% | +84.3% | +80.5% |
| 10Y | +291.6% | +113.1% | +178.5% | +142.1% |
| All | +1,163.5% | +2,068.9% | -905.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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