+233.3%
CP vs EVRG
+111.7%
+121.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +0.1% | -0.5% | +0.5% | +0.2% |
| 6M | +7.8% | +0.2% | +7.6% | +7.5% |
| YTD | +22.9% | +14.9% | +8.0% | +15.6% |
| 1Y | +21.3% | +18.2% | +3.1% | +12.7% |
| 3Y | +20.4% | +70.2% | -49.8% | -5.5% |
| 5Y | +34.9% | +45.3% | -10.4% | +12.6% |
| 10Y | +233.3% | +112.4% | +120.9% | +142.6% |
| All | +233.3% | +111.7% | +121.6% | +142.6% |
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