+54.1%
CCL vs EVRG
+72.7%
-18.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | -20.0% | -0.5% | -19.4% | -19.9% |
| 3M | -13.7% | +1.5% | -15.2% | -14.1% |
| 6M | -9.0% | +1.2% | -10.2% | -9.4% |
| YTD | -22.8% | +16.3% | -39.1% | -26.4% |
| 1Y | -25.3% | +20.3% | -45.6% | -29.9% |
| 3Y | +54.1% | +72.3% | -18.2% | +15.6% |
| All | +54.1% | +72.7% | -18.6% | +15.6% |
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 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