+7,857.7%
CI vs EVRG
+2,240.5%
+5,617.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.1% | +1.7% | -1.5% | -0.5% |
| 30D | +4.7% | +8.7% | -4.0% | +1.3% |
| 3M | +5.2% | +6.4% | -1.2% | +2.6% |
| 6M | +3.8% | +9.4% | -5.6% | +0.1% |
| YTD | +9.2% | +24.5% | -15.2% | -0.1% |
| 1Y | +14.3% | +20.5% | -6.2% | +5.8% |
| 3Y | +8.4% | +101.6% | -93.1% | -18.8% |
| 5Y | +50.0% | +67.5% | -17.4% | +19.7% |
| 10Y | +142.2% | +122.3% | +19.9% | +68.5% |
| All | +7,857.7% | +2,240.5% | +5,617.2% | +2,168.7% |
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