+43.1%
COF vs EVRG
+48.0%
-4.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | +14.8% | -0.6% | +15.4% | +14.9% |
| 6M | +15.3% | +2.4% | +12.9% | +14.0% |
| YTD | -13.0% | +15.5% | -28.5% | -18.1% |
| 1Y | -5.7% | +16.8% | -22.5% | -11.7% |
| 3Y | +118.1% | +75.0% | +43.1% | +72.1% |
| All | +43.1% | +48.0% | -4.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling