-97.9%
CAPR vs EVRG
+569.0%
-666.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | +139.2% | -1.0% | +140.2% | +139.7% |
| 3M | -66.4% | +0.4% | -66.8% | -66.2% |
| 6M | -63.1% | -0.8% | -62.3% | -63.0% |
| YTD | -67.4% | +15.3% | -82.8% | -67.8% |
| 1Y | +58.2% | +17.9% | +40.4% | +55.7% |
| 3Y | +42.2% | +71.9% | -29.7% | +33.4% |
| 5Y | +87.3% | +45.3% | +42.0% | +77.9% |
| 10Y | -75.3% | +113.1% | -188.3% | -78.0% |
| All | -97.9% | +569.0% | -666.9% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling