+207.2%
COMP vs EVRG
+71.9%
+135.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | -13.3% | -1.0% | -12.3% | -12.9% |
| 3M | +41.1% | +0.4% | +40.7% | +40.0% |
| 6M | +17.2% | -0.8% | +18.0% | +16.8% |
| YTD | +5.2% | +15.3% | -10.1% | -5.9% |
| 1Y | +18.9% | +17.9% | +1.0% | +4.2% |
| All | +207.2% | +71.9% | +135.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling