+7,131.2%
CB vs EVRG
+1,255.2%
+5,876.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +1.9% | -1.6% | -0.6% |
| 30D | +9.1% | +9.0% | 0.0% | +5.1% |
| 3M | +3.4% | +6.3% | -2.9% | +0.7% |
| 6M | +14.1% | +9.9% | +4.2% | +9.4% |
| YTD | +18.0% | +23.8% | -5.8% | +7.3% |
| 1Y | +30.1% | +19.9% | +10.2% | +19.9% |
| 3Y | +71.8% | +94.3% | -22.5% | +27.6% |
| 5Y | +101.8% | +64.6% | +37.2% | +59.0% |
| 10Y | +252.1% | +121.7% | +130.4% | +138.4% |
| All | +7,131.2% | +1,255.2% | +5,876.0% | +2,381.8% |
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