+361.5%
CPRT vs EVRG
+124.6%
+236.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +21.2% | +7.4% | +13.8% | +18.0% |
| 3M | +8.3% | +7.2% | +1.1% | +5.4% |
| 6M | -3.4% | +9.5% | -12.8% | -6.7% |
| YTD | -18.7% | +25.6% | -44.3% | -25.8% |
| 1Y | -23.5% | +20.4% | -43.9% | -29.1% |
| 3Y | -34.2% | +108.8% | -143.0% | -51.5% |
| 5Y | -18.2% | +68.0% | -86.2% | -35.0% |
| All | +361.5% | +124.6% | +236.9% | +224.9% |
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