-72.2%
CAPR vs EVRG
+9.2%
-81.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.5% | -10.7% |
| 7D | +7.6% | +3.5% | +4.1% | +2.5% |
| 30D | +13.3% | +9.2% | +4.0% | -2.5% |
| 3M | +130.4% | +8.6% | +121.8% | +104.9% |
| All | -72.2% | +9.2% | -81.4% | -71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling