+4,492.0%
COP vs EVRG
+2,068.9%
+2,423.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +17.5% | -1.0% | +18.5% | +17.8% |
| 3M | +13.4% | +0.4% | +13.0% | +13.0% |
| 6M | +17.7% | -0.8% | +18.6% | +17.6% |
| YTD | +46.6% | +15.3% | +31.2% | +38.8% |
| 1Y | +44.6% | +17.9% | +26.7% | +35.7% |
| 3Y | +20.7% | +71.9% | -51.2% | -1.8% |
| 5Y | +185.0% | +45.3% | +139.8% | +143.7% |
| 10Y | +347.0% | +113.1% | +233.9% | +227.8% |
| All | +4,492.0% | +2,068.9% | +2,423.0% | +1,951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling