+335.9%
COP vs EVRG
+112.9%
+223.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -0.5% | +0.6% | -1.0% | -0.7% |
| 30D | +11.7% | -0.2% | +11.9% | +11.8% |
| 3M | +17.7% | -0.5% | +18.1% | +17.7% |
| 6M | +18.3% | +0.2% | +18.1% | +17.7% |
| YTD | +49.1% | +14.9% | +34.2% | +40.1% |
| 1Y | +53.3% | +18.2% | +35.1% | +42.2% |
| 3Y | +22.2% | +70.2% | -48.0% | -3.8% |
| 5Y | +193.3% | +45.3% | +148.0% | +144.5% |
| All | +335.9% | +112.9% | +223.0% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling