+17,451.9%
COR vs EVRG
+1,083.7%
+16,368.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | +4.5% | -1.0% | +5.5% | +4.8% |
| 3M | +22.7% | +0.4% | +22.3% | +22.4% |
| 6M | -9.7% | -0.8% | -8.9% | -9.6% |
| YTD | -1.4% | +15.3% | -16.8% | -5.9% |
| 1Y | +13.9% | +17.9% | -4.0% | +8.0% |
| 3Y | +94.0% | +71.9% | +22.0% | +62.1% |
| 5Y | +184.0% | +45.3% | +138.8% | +148.4% |
| 10Y | +406.8% | +113.1% | +293.7% | +285.5% |
| All | +17,451.9% | +1,083.7% | +16,368.2% | +7,451.5% |
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