-77.3%
CAPR vs EVRG
+111.7%
-189.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.4% |
| 7D | -12.6% | +0.6% | -13.2% | -12.7% |
| 30D | +124.4% | -0.2% | +124.6% | +124.8% |
| 3M | -66.8% | -0.5% | -66.3% | -66.5% |
| 6M | -71.8% | +0.2% | -72.0% | -71.6% |
| YTD | -70.1% | +14.9% | -84.9% | -70.5% |
| 1Y | +33.3% | +18.2% | +15.1% | +30.2% |
| 3Y | +36.7% | +70.2% | -33.5% | +24.1% |
| 5Y | +72.5% | +45.3% | +27.1% | +59.4% |
| 10Y | -77.3% | +112.4% | -189.7% | -80.7% |
| All | -77.3% | +111.7% | -189.0% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling