+1,082.1%
CCJ vs EVRG
+1,184.5%
-102.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -13.2% | +7.4% | -20.6% | -15.3% |
| 3M | -27.6% | +7.2% | -34.9% | -29.4% |
| 6M | -38.7% | +9.5% | -48.2% | -40.8% |
| YTD | -22.7% | +25.6% | -48.3% | -28.7% |
| 1Y | -17.6% | +20.4% | -37.9% | -23.0% |
| 3Y | +62.7% | +108.8% | -46.1% | +24.9% |
| 5Y | +159.7% | +68.0% | +91.8% | +114.2% |
| 10Y | +769.3% | +124.6% | +644.7% | +507.8% |
| All | +1,082.1% | +1,184.5% | -102.4% | +337.5% |
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 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