+336.7%
COP vs EVRG
+124.6%
+212.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +4.4% | +1.4% | +3.0% | +3.8% |
| 30D | 0.0% | +7.4% | -7.4% | -2.8% |
| 3M | +15.0% | +7.2% | +7.8% | +11.8% |
| 6M | +22.0% | +9.5% | +12.5% | +17.3% |
| YTD | +55.3% | +25.6% | +29.8% | +40.9% |
| 1Y | +64.1% | +20.3% | +43.8% | +51.4% |
| 3Y | +34.1% | +108.8% | -74.7% | -2.9% |
| 5Y | +133.4% | +67.9% | +65.4% | +83.4% |
| All | +336.7% | +124.6% | +212.1% | +228.0% |
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