+6,869.6%
CCEP vs EVRG
+2,068.9%
+4,800.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | +14.9% | +0.4% | +14.5% | +14.7% |
| 6M | +2.3% | -0.8% | +3.1% | +2.4% |
| YTD | +17.8% | +15.3% | +2.5% | +12.2% |
| 1Y | +24.2% | +17.9% | +6.3% | +17.3% |
| 3Y | +84.7% | +71.9% | +12.8% | +53.2% |
| 5Y | +103.2% | +45.3% | +57.9% | +76.7% |
| 10Y | +257.4% | +113.1% | +144.3% | +171.2% |
| All | +6,869.6% | +2,068.9% | +4,800.7% | +2,498.7% |
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