+126.8%
COP vs EVRG
+66.8%
+60.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | +0.2% | +8.4% | -8.2% | -2.0% |
| 3M | +10.2% | +8.6% | +1.6% | +7.7% |
| 6M | +20.1% | +7.7% | +12.4% | +17.5% |
| YTD | +50.5% | +25.0% | +25.6% | +40.5% |
| 1Y | +56.8% | +18.7% | +38.1% | +48.5% |
| 3Y | +30.3% | +102.1% | -71.8% | +3.1% |
| 5Y | +126.8% | +66.8% | +60.0% | +91.8% |
| All | +126.8% | +66.8% | +60.1% | +91.8% |
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