+7,212.2%
CB vs EVRG
+1,269.1%
+5,943.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +0.7% | +3.5% | -2.8% | -0.8% |
| 30D | +8.2% | +9.2% | -1.1% | +4.2% |
| 3M | +6.3% | +8.6% | -2.3% | +2.5% |
| 6M | +16.2% | +10.0% | +6.2% | +11.4% |
| YTD | +19.3% | +25.1% | -5.8% | +8.0% |
| 1Y | +29.2% | +19.5% | +9.7% | +19.2% |
| 3Y | +71.4% | +102.3% | -30.8% | +25.2% |
| 5Y | +104.2% | +66.8% | +37.4% | +60.0% |
| 10Y | +246.7% | +125.0% | +121.6% | +133.2% |
| All | +7,212.2% | +1,269.1% | +5,943.1% | +2,398.7% |
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