+180.5%
COR vs EVRG
+49.3%
+131.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | +1.5% | -0.5% | +2.1% | +1.6% |
| 3M | +18.7% | +1.5% | +17.2% | +17.9% |
| 6M | -9.0% | +1.2% | -10.2% | -9.5% |
| YTD | -3.3% | +16.3% | -19.6% | -8.3% |
| 1Y | +9.8% | +20.3% | -10.4% | +3.0% |
| 3Y | +87.4% | +72.3% | +15.0% | +57.1% |
| 5Y | +180.5% | +46.7% | +133.8% | +145.2% |
| All | +180.5% | +49.3% | +131.2% | +145.2% |
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 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