+7,738.0%
CP vs EVRG
+2,249.8%
+5,488.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | +2.5% | -3.1% | -1.6% |
| 30D | +9.6% | +8.4% | +1.2% | +6.5% |
| 3M | +2.2% | +8.6% | -6.4% | -0.8% |
| 6M | +11.1% | +7.7% | +3.4% | +8.1% |
| YTD | +28.2% | +25.0% | +3.2% | +18.0% |
| 1Y | +32.2% | +18.7% | +13.4% | +23.9% |
| 3Y | +35.5% | +102.1% | -66.5% | +3.9% |
| 5Y | +26.8% | +66.8% | -40.1% | +3.6% |
| 10Y | +256.9% | +123.5% | +133.4% | +156.0% |
| All | +7,738.0% | +2,249.8% | +5,488.2% | +2,807.3% |
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