+2,336.0%
CLX vs EVRG
+2,068.9%
+267.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -9.2% | +1.1% | -10.3% | -9.5% |
| 30D | -11.0% | -1.0% | -10.0% | -10.9% |
| 3M | +5.0% | +0.4% | +4.6% | +4.9% |
| 6M | -18.8% | -0.8% | -18.0% | -18.7% |
| YTD | -4.4% | +15.3% | -19.7% | -7.7% |
| 1Y | -21.9% | +17.9% | -39.7% | -25.0% |
| 3Y | -32.8% | +71.9% | -104.7% | -41.2% |
| 5Y | -34.6% | +45.3% | -79.8% | -40.7% |
| 10Y | -4.7% | +113.1% | -117.8% | -23.3% |
| All | +2,336.0% | +2,068.9% | +267.1% | +998.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling