-3.3%
CLX vs EVRG
+113.2%
-116.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.9% | -0.7% | -5.2% | -5.7% |
| 30D | -17.0% | 0.0% | -17.0% | -17.1% |
| 3M | -9.6% | -1.0% | -8.6% | -9.4% |
| 6M | -21.5% | +1.0% | -22.5% | -21.8% |
| YTD | -8.8% | +15.1% | -23.9% | -12.6% |
| 1Y | -24.7% | +17.6% | -42.2% | -28.2% |
| 3Y | -35.6% | +70.5% | -106.1% | -45.0% |
| 5Y | -37.6% | +48.9% | -86.5% | -45.0% |
| All | -3.3% | +113.2% | -116.5% | -28.1% |
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