+230.4%
CCEP vs EVRG
+113.2%
+117.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.7% | -0.7% | -5.0% | -5.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +5.5% | -1.0% | +6.5% | +5.8% |
| 6M | +2.2% | +1.0% | +1.2% | +1.6% |
| YTD | +14.6% | +15.1% | -0.4% | +7.6% |
| 1Y | +18.9% | +17.6% | +1.3% | +10.5% |
| 3Y | +82.6% | +70.5% | +12.1% | +43.6% |
| 5Y | +107.0% | +48.9% | +58.1% | +70.8% |
| All | +230.4% | +113.2% | +117.2% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling