+216.7%
CTVA vs EVRG
+82.3%
+134.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | -1.2% | +12.5% | +11.8% |
| 3M | +12.3% | -0.6% | +12.9% | +12.5% |
| 6M | +7.2% | +2.4% | +4.7% | +5.7% |
| YTD | +26.0% | +15.5% | +10.6% | +17.6% |
| 1Y | +16.0% | +16.8% | -0.8% | +7.5% |
| 3Y | +73.9% | +75.0% | -1.1% | +32.2% |
| 5Y | +103.8% | +49.3% | +54.4% | +64.6% |
| All | +216.7% | +82.3% | +134.4% | +189.2% |
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 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