+337.5%
COP vs EVRG
+113.2%
+224.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +9.6% | 0.0% | +9.5% | +9.5% |
| 3M | +15.0% | -1.0% | +16.0% | +15.3% |
| 6M | +21.8% | +1.0% | +20.8% | +20.7% |
| YTD | +49.6% | +15.1% | +34.5% | +40.5% |
| 1Y | +49.9% | +17.6% | +32.3% | +39.3% |
| 3Y | +22.6% | +70.5% | -47.9% | -3.5% |
| 5Y | +193.6% | +48.9% | +144.7% | +142.2% |
| All | +337.5% | +113.2% | +224.3% | +220.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling