+98.8%
CVE vs EVRG
+17.4%
+81.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +2.5% | +1.1% | +1.4% | +2.6% |
| 30D | +16.7% | -1.0% | +17.7% | +16.6% |
| 3M | +9.3% | +0.4% | +8.9% | +9.3% |
| 6M | +43.6% | -0.8% | +44.4% | +43.8% |
| YTD | +93.6% | +15.3% | +78.2% | +85.1% |
| 1Y | +98.8% | +17.9% | +80.9% | +100.7% |
| All | +98.8% | +17.4% | +81.3% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling