+251.7%
CB vs EVRG
+124.6%
+127.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | +7.3% | +7.4% | -0.1% | +3.8% |
| 3M | +9.4% | +7.2% | +2.2% | +5.8% |
| 6M | +19.6% | +9.5% | +10.2% | +14.5% |
| YTD | +21.5% | +25.6% | -4.1% | +8.6% |
| 1Y | +28.0% | +20.4% | +7.7% | +16.7% |
| 3Y | +74.9% | +108.8% | -33.9% | +21.5% |
| 5Y | +108.1% | +68.0% | +40.2% | +58.4% |
| All | +251.7% | +124.6% | +127.1% | +135.4% |
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