+7,539.9%
CP vs EVRG
+2,068.9%
+5,471.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | +2.6% | +0.4% | +2.2% | +2.3% |
| 6M | +6.0% | -0.8% | +6.8% | +6.1% |
| YTD | +24.9% | +15.3% | +9.6% | +18.4% |
| 1Y | +20.1% | +17.9% | +2.2% | +12.9% |
| 3Y | +16.4% | +71.9% | -55.5% | -5.5% |
| 5Y | +31.7% | +45.3% | -13.5% | +13.1% |
| 10Y | +223.9% | +113.1% | +110.8% | +136.5% |
| All | +7,539.9% | +2,068.9% | +5,471.0% | +2,817.3% |
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 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