+31.8%
CLX vs EVRG
+124.6%
-92.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +9.5% | +1.4% | +8.1% | +9.1% |
| 30D | +30.7% | +7.4% | +23.3% | +27.9% |
| 3M | +4.2% | +7.2% | -3.0% | +2.1% |
| 6M | +22.1% | +9.5% | +12.6% | +18.8% |
| YTD | +14.1% | +25.6% | -11.5% | +6.6% |
| 1Y | +10.3% | +20.4% | -10.0% | +4.4% |
| 3Y | -7.8% | +108.8% | -116.6% | -25.4% |
| 5Y | -20.8% | +68.0% | -88.8% | -32.5% |
| All | +31.8% | +124.6% | -92.8% | -4.9% |
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