-27.1%
CPRT vs EVRG
+72.7%
-99.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +9.9% | -0.5% | +10.5% | +10.0% |
| 3M | +5.6% | +1.5% | +4.1% | +5.4% |
| 6M | -13.6% | +1.2% | -14.8% | -13.8% |
| YTD | -16.7% | +16.3% | -33.1% | -19.3% |
| 1Y | -33.1% | +20.3% | -53.4% | -35.7% |
| 3Y | -27.1% | +72.3% | -99.4% | -36.4% |
| All | -27.1% | +72.7% | -99.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling