+18,977.1%
COR vs EVRG
+1,188.8%
+17,788.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +7.8% | +1.4% | +6.4% | +7.4% |
| 30D | +7.0% | +7.4% | -0.4% | +4.5% |
| 3M | +16.3% | +7.2% | +9.0% | +13.6% |
| 6M | +41.3% | +9.5% | +31.8% | +37.0% |
| YTD | +7.1% | +25.6% | -18.4% | -0.5% |
| 1Y | -0.8% | +20.4% | -21.2% | -6.7% |
| 3Y | +85.0% | +108.8% | -23.8% | +45.5% |
| 5Y | +203.9% | +68.0% | +135.9% | +153.7% |
| 10Y | +510.3% | +124.6% | +385.7% | +355.7% |
| All | +18,977.1% | +1,188.8% | +17,788.3% | +7,882.3% |
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