+224.3%
CTVA vs EVRG
+83.7%
+140.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | +12.0% | -0.5% | +12.6% | +12.2% |
| 3M | +13.5% | +1.5% | +12.0% | +12.6% |
| 6M | +12.1% | +1.2% | +11.0% | +11.1% |
| YTD | +29.0% | +16.3% | +12.7% | +20.0% |
| 1Y | +18.9% | +20.3% | -1.4% | +8.7% |
| 3Y | +78.9% | +72.3% | +6.6% | +37.0% |
| 5Y | +105.2% | +46.7% | +58.5% | +67.3% |
| All | +224.3% | +83.7% | +140.6% | +195.1% |
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 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