-4.2%
CORZ vs EVRG
+19.2%
-23.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.4% |
| 7D | +23.5% | +1.4% | +22.1% | +24.7% |
| 30D | +7.5% | +7.4% | +0.1% | +13.4% |
| 3M | -26.6% | +7.2% | -33.8% | -22.8% |
| 6M | -39.5% | +9.5% | -49.0% | -35.6% |
| YTD | -0.3% | +25.6% | -25.9% | +4.3% |
| 1Y | -4.2% | +20.4% | -24.6% | +3.1% |
| All | -4.2% | +19.2% | -23.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling