+86.0%
CAPR vs EVRG
+49.3%
+36.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | -9.5% | +0.9% | -10.4% | -9.6% |
| 30D | +121.5% | -0.5% | +122.1% | +121.8% |
| 3M | -65.4% | +1.5% | -66.9% | -65.2% |
| 6M | -67.5% | +1.2% | -68.7% | -67.3% |
| YTD | -68.6% | +16.3% | -84.9% | -68.6% |
| 1Y | +42.7% | +20.3% | +22.4% | +40.9% |
| 3Y | +43.4% | +72.3% | -29.0% | +31.9% |
| 5Y | +86.0% | +46.7% | +39.3% | +56.1% |
| All | +86.0% | +49.3% | +36.7% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling