+1,886.0%
CNP vs EVRG
+2,261.5%
-375.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.3% | +1.4% | -0.1% | +0.5% |
| 30D | +3.8% | +7.4% | -3.6% | -0.4% |
| 3M | +2.4% | +7.2% | -4.9% | -1.6% |
| 6M | -1.2% | +9.5% | -10.7% | -6.0% |
| YTD | +9.3% | +25.6% | -16.3% | -3.9% |
| 1Y | +6.4% | +20.4% | -13.9% | -4.1% |
| 3Y | +66.4% | +108.8% | -42.5% | +9.8% |
| 5Y | +75.7% | +68.0% | +7.7% | +31.0% |
| 10Y | +145.1% | +124.6% | +20.5% | +57.5% |
| All | +1,886.0% | +2,261.5% | -375.5% | +385.3% |
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