+1,038.6%
CCL vs EVRG
+2,247.9%
-1,209.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +10.3% | +7.5% | +2.8% | +6.9% |
| 3M | +6.6% | +6.8% | -0.2% | +3.6% |
| 6M | +20.0% | +7.7% | +12.3% | +16.0% |
| YTD | -1.9% | +24.9% | -26.7% | -11.3% |
| 1Y | +10.4% | +18.1% | -7.7% | +2.1% |
| 3Y | +134.8% | +101.9% | +32.9% | +71.2% |
| 5Y | +34.0% | +67.0% | -33.0% | +5.0% |
| 10Y | -32.5% | +123.3% | -155.8% | -53.3% |
| All | +1,038.6% | +2,247.9% | -1,209.3% | +206.2% |
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