+1,583.6%
CCJ vs EVRG
+1,079.7%
+503.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +6.9% | -1.0% | +7.9% | +7.2% |
| 3M | -11.6% | +0.4% | -12.1% | -12.0% |
| 6M | -16.2% | -0.8% | -15.4% | -16.3% |
| YTD | +10.1% | +15.3% | -5.2% | +4.5% |
| 1Y | +32.3% | +17.9% | +14.4% | +24.5% |
| 3Y | +171.3% | +71.9% | +99.4% | +122.4% |
| 5Y | +372.4% | +45.3% | +327.1% | +308.4% |
| 10Y | +1,070.0% | +113.1% | +957.0% | +731.8% |
| All | +1,583.6% | +1,079.7% | +503.9% | +541.7% |
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