+425.9%
CORZ vs EVRG
+80.0%
+345.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.4% |
| 7D | +7.6% | +0.6% | +7.1% | +7.6% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -33.0% | -0.5% | -32.6% | -33.2% |
| 6M | +19.3% | +0.2% | +19.1% | +18.8% |
| YTD | +24.2% | +14.9% | +9.4% | +18.8% |
| 1Y | +24.5% | +18.2% | +6.3% | +17.9% |
| All | +425.9% | +80.0% | +345.9% | +427.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling