+426.2%
COMP vs EVRG
+103.1%
+323.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +2.2% | +2.5% | -0.3% | +0.9% |
| 30D | +16.3% | +8.4% | +7.9% | +11.8% |
| 3M | -19.1% | +8.6% | -27.7% | -22.4% |
| 6M | +17.1% | +7.7% | +9.5% | +12.2% |
| YTD | -2.9% | +25.0% | -27.9% | -16.9% |
| 1Y | +8.8% | +18.7% | -9.9% | -3.2% |
| All | +426.2% | +103.1% | +323.1% | +148.3% |
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