+139.8%
CBOE vs EVRG
+48.0%
+91.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -3.1% | -1.2% | -1.9% | -2.9% |
| 3M | -4.8% | -0.6% | -4.1% | -4.7% |
| 6M | -0.6% | +2.4% | -3.0% | -1.4% |
| YTD | +12.8% | +15.5% | -2.7% | +8.3% |
| 1Y | +19.8% | +16.8% | +2.9% | +14.6% |
| 3Y | +86.9% | +75.0% | +11.9% | +62.4% |
| All | +139.8% | +48.0% | +91.8% | +115.2% |
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