+807.8%
CCL vs EVRG
+2,068.9%
-1,261.2%
-90.4%
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 | -5.0% | +1.1% | -6.2% | -5.5% |
| 30D | -20.3% | -1.0% | -19.3% | -20.1% |
| 3M | -15.1% | +0.4% | -15.5% | -15.5% |
| 6M | -15.1% | -0.8% | -14.3% | -15.1% |
| YTD | -21.8% | +15.3% | -37.1% | -26.9% |
| 1Y | -24.8% | +17.9% | -42.7% | -30.5% |
| 3Y | +51.9% | +71.9% | -20.1% | +18.2% |
| 5Y | +4.0% | +45.3% | -41.2% | -13.7% |
| 10Y | -42.2% | +113.1% | -155.3% | -59.2% |
| All | +807.8% | +2,068.9% | -1,261.2% | +152.4% |
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