+169.4%
CCJ vs EVRG
+71.7%
+97.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | -1.8% | -0.5% | -1.4% | -2.0% |
| 6M | -13.5% | +0.2% | -13.7% | -13.8% |
| YTD | +9.7% | +14.9% | -5.1% | +6.5% |
| 1Y | +30.0% | +18.2% | +11.8% | +25.1% |
| All | +169.4% | +71.7% | +97.7% | +140.0% |
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