-0.9%
CCL vs EVRG
+44.9%
-45.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.7% |
| 7D | -4.4% | +0.6% | -4.9% | -4.6% |
| 30D | -18.2% | -0.2% | -18.0% | -18.2% |
| 3M | -17.7% | -0.5% | -17.3% | -17.7% |
| 6M | -13.0% | +0.2% | -13.2% | -13.3% |
| YTD | -24.5% | +14.9% | -39.4% | -29.1% |
| 1Y | -26.9% | +18.2% | -45.2% | -32.4% |
| 3Y | +50.8% | +70.2% | -19.4% | +16.8% |
| 5Y | -0.9% | +45.3% | -46.3% | -19.1% |
| All | -0.9% | +44.9% | -45.8% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling