-50.4%
COMP vs EVRG
+84.2%
-134.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.7% |
| 7D | +7.2% | +3.5% | +3.7% | +4.9% |
| 30D | +6.4% | +9.2% | -2.8% | +0.6% |
| 3M | -19.4% | +8.6% | -28.1% | -23.6% |
| 6M | +14.6% | +10.0% | +4.6% | +7.1% |
| YTD | -5.5% | +25.1% | -30.6% | -20.1% |
| 1Y | +13.7% | +19.5% | -5.9% | -0.8% |
| 3Y | +409.7% | +102.3% | +307.4% | +196.4% |
| 5Y | -17.0% | +66.8% | -83.9% | -41.4% |
| All | -50.4% | +84.2% | -134.6% | -63.0% |
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