+1,034.4%
CCL vs EVRG
+2,261.5%
-1,227.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | +13.1% | +7.4% | +5.7% | +9.7% |
| 3M | +3.4% | +7.2% | -3.8% | +0.3% |
| 6M | +18.7% | +9.5% | +9.2% | +14.0% |
| YTD | -2.3% | +25.6% | -27.8% | -11.9% |
| 1Y | +14.2% | +20.4% | -6.2% | +4.7% |
| 3Y | +133.6% | +108.8% | +24.8% | +67.9% |
| 5Y | +33.5% | +68.0% | -34.5% | +4.3% |
| 10Y | -32.8% | +124.6% | -157.4% | -53.6% |
| All | +1,034.4% | +2,261.5% | -1,227.1% | +204.3% |
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