+71.8%
CB vs EVRG
+93.6%
-21.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +1.9% | -1.6% | -0.4% |
| 30D | +9.1% | +9.0% | 0.0% | +5.9% |
| 3M | +3.4% | +6.3% | -2.9% | +1.2% |
| 6M | +14.1% | +9.9% | +4.2% | +10.4% |
| YTD | +18.0% | +23.8% | -5.8% | +9.6% |
| 1Y | +30.1% | +19.9% | +10.2% | +22.1% |
| 3Y | +71.8% | +94.3% | -22.5% | +48.6% |
| All | +71.8% | +93.6% | -21.8% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling