-12.1%
COMP vs EVRG
+65.8%
-77.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +8.9% | +1.0% | +7.9% | +8.2% |
| 30D | +14.0% | +7.5% | +6.5% | +8.3% |
| 3M | -21.1% | +6.8% | -28.0% | -24.8% |
| 6M | +20.1% | +7.7% | +12.3% | +13.1% |
| YTD | -5.0% | +24.9% | -29.9% | -21.4% |
| 1Y | +5.7% | +18.1% | -12.4% | -8.5% |
| 3Y | +412.2% | +101.9% | +310.3% | +174.0% |
| 5Y | -12.1% | +67.0% | -79.1% | -39.5% |
| All | -12.1% | +65.8% | -77.9% | -39.5% |
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