+91.2%
CBOE vs EVRG
+72.0%
+19.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -4.2% | -1.0% | -3.3% | -4.2% |
| 6M | +1.2% | +1.0% | +0.2% | +0.7% |
| YTD | +15.4% | +15.1% | +0.3% | +11.3% |
| 1Y | +23.5% | +17.6% | +5.9% | +18.5% |
| All | +91.2% | +72.0% | +19.3% | +76.5% |
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