-36.8%
CLX vs EVRG
+44.9%
-81.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.7% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -15.8% | -0.2% | -15.6% | -15.8% |
| 3M | -7.9% | -0.5% | -7.5% | -7.9% |
| 6M | -19.0% | +0.2% | -19.2% | -19.2% |
| YTD | -7.9% | +14.9% | -22.8% | -13.0% |
| 1Y | -25.4% | +18.2% | -43.6% | -30.3% |
| 3Y | -35.0% | +70.2% | -105.2% | -47.3% |
| 5Y | -36.8% | +45.3% | -82.1% | -46.1% |
| All | -36.8% | +44.9% | -81.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling