-68.2%
CAPR vs EVRG
+123.0%
-191.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.5% | -10.0% |
| 7D | +7.6% | +3.5% | +4.1% | +7.0% |
| 30D | +13.3% | +9.2% | +4.0% | +11.6% |
| 3M | +130.4% | +8.6% | +121.8% | +127.4% |
| 6M | -70.8% | +10.0% | -80.8% | -71.1% |
| YTD | -69.3% | +25.1% | -94.4% | -70.1% |
| 1Y | +59.5% | +19.5% | +40.0% | +55.8% |
| 3Y | +216.8% | +102.3% | +114.5% | +179.5% |
| 5Y | +152.7% | +66.8% | +85.9% | +127.8% |
| 10Y | -68.2% | +125.0% | -193.2% | -74.4% |
| All | -68.2% | +123.0% | -191.2% | -74.4% |
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