+103.2%
CB vs EVRG
+64.6%
+38.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +1.9% | -1.6% | -0.5% |
| 30D | +9.1% | +9.0% | 0.0% | +5.6% |
| 3M | +3.4% | +6.3% | -2.9% | +1.0% |
| 6M | +14.1% | +9.9% | +4.2% | +10.0% |
| YTD | +18.0% | +23.8% | -5.8% | +8.6% |
| 1Y | +30.1% | +19.9% | +10.2% | +21.2% |
| 3Y | +71.8% | +94.3% | -22.5% | +34.1% |
| All | +103.2% | +64.6% | +38.5% | +63.1% |
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