+6,646.7%
CB vs EVRG
+1,162.3%
+5,484.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | -3.1% | -1.0% | -2.1% | -2.7% |
| 3M | +9.0% | +0.4% | +8.5% | +8.7% |
| 6M | +2.9% | -0.8% | +3.7% | +3.1% |
| YTD | +10.1% | +15.3% | -5.2% | +3.2% |
| 1Y | +22.8% | +17.9% | +4.9% | +13.9% |
| 3Y | +73.8% | +71.9% | +1.9% | +35.8% |
| 5Y | +99.2% | +45.3% | +53.9% | +65.5% |
| 10Y | +218.2% | +113.1% | +105.2% | +119.3% |
| All | +6,646.7% | +1,162.3% | +5,484.4% | +2,287.7% |
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