+5,625.4%
COF vs EVRG
+1,275.1%
+4,350.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -2.7% | +0.6% | -3.2% | -3.0% |
| 30D | -3.4% | -0.2% | -3.1% | -3.3% |
| 3M | +15.4% | -0.5% | +15.9% | +15.4% |
| 6M | +14.4% | +0.2% | +14.2% | +13.6% |
| YTD | -12.0% | +14.9% | -26.9% | -19.4% |
| 1Y | -3.7% | +18.2% | -22.0% | -13.4% |
| 3Y | +121.1% | +70.2% | +50.9% | +59.3% |
| 5Y | +47.8% | +45.3% | +2.5% | +14.7% |
| 10Y | +250.3% | +112.4% | +137.9% | +113.0% |
| All | +5,625.4% | +1,275.1% | +4,350.4% | +1,274.6% |
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