-17.9%
COMP vs EVRG
+64.6%
-82.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.6% |
| 7D | +13.4% | +1.9% | +11.6% | +12.0% |
| 30D | +11.1% | +9.0% | +2.1% | +4.6% |
| 3M | -18.8% | +6.3% | -25.2% | -22.3% |
| 6M | +10.5% | +9.9% | +0.6% | +2.3% |
| YTD | -3.4% | +23.8% | -27.2% | -19.5% |
| 1Y | +19.7% | +19.9% | -0.2% | +2.3% |
| 3Y | +381.6% | +94.3% | +287.3% | +166.4% |
| All | -17.9% | +64.6% | -82.5% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling