-46.5%
COMP vs EVRG
+83.3%
-129.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | +14.5% | +1.7% | +12.9% | +13.4% |
| 30D | +14.9% | +8.7% | +6.2% | +9.1% |
| 3M | -14.2% | +6.4% | -20.6% | -17.5% |
| 6M | +23.7% | +9.4% | +14.3% | +16.1% |
| YTD | +2.1% | +24.5% | -22.4% | -13.5% |
| 1Y | +26.2% | +20.5% | +5.7% | +9.5% |
| 3Y | +470.9% | +101.6% | +369.3% | +232.8% |
| 5Y | -14.0% | +67.5% | -81.5% | -38.9% |
| All | -46.5% | +83.3% | -129.7% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling