+8,015.2%
CI vs EVRG
+2,249.8%
+5,765.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.3% | +2.5% | -3.8% | -2.3% |
| 30D | +6.4% | +8.4% | -2.0% | +3.1% |
| 3M | +10.7% | +8.6% | +2.1% | +7.1% |
| 6M | +5.5% | +7.7% | -2.2% | +2.4% |
| YTD | +11.4% | +25.0% | -13.6% | +1.7% |
| 1Y | +15.0% | +18.7% | -3.7% | +7.1% |
| 3Y | +9.0% | +102.1% | -93.1% | -18.5% |
| 5Y | +52.0% | +66.8% | -14.9% | +21.4% |
| 10Y | +150.9% | +123.5% | +27.4% | +74.2% |
| All | +8,015.2% | +2,249.8% | +5,765.4% | +2,210.1% |
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 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