+47.2%
CAPR vs EVRG
+15.1%
+32.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.5% |
| 7D | +43.2% | +2.3% | +40.9% | +43.9% |
| 30D | +14.7% | +9.0% | +5.7% | +16.9% |
| 3M | +113.9% | +3.7% | +110.2% | +115.3% |
| 6M | -73.4% | +6.8% | -80.2% | -71.8% |
| YTD | -69.1% | +21.9% | -91.0% | -45.3% |
| 1Y | +47.2% | +15.8% | +31.4% | +96.3% |
| All | +47.2% | +15.1% | +32.1% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling