+202.4%
COPX vs EVRG
+582.0%
-379.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +5.8% | +0.9% | +4.9% | +5.4% |
| 30D | +7.2% | -0.5% | +7.8% | +7.3% |
| 3M | +16.5% | +1.5% | +15.0% | +15.3% |
| 6M | +18.4% | +1.2% | +17.3% | +17.1% |
| YTD | +31.9% | +16.3% | +15.6% | +22.3% |
| 1Y | +88.5% | +20.3% | +68.2% | +71.9% |
| 3Y | +173.1% | +72.3% | +100.8% | +108.5% |
| 5Y | +193.1% | +46.7% | +146.4% | +137.7% |
| 10Y | +591.7% | +113.8% | +477.9% | +325.8% |
| All | +202.4% | +582.0% | -379.5% | -50.9% |
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