+33.0%
CP vs EVRG
+20.4%
+12.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.8% | +3.5% | -0.7% | +1.5% |
| 30D | +11.0% | +9.2% | +1.8% | +7.5% |
| 3M | +3.8% | +8.6% | -4.8% | +0.6% |
| 6M | +9.5% | +10.0% | -0.5% | +5.7% |
| YTD | +28.2% | +25.1% | +3.1% | +16.3% |
| 1Y | +33.0% | +19.5% | +13.4% | +22.3% |
| All | +33.0% | +20.4% | +12.5% | +22.3% |
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 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