+134.5%
CVE vs EVRG
+121.0%
+13.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | +1.9% | -18.0% | -16.7% |
| 30D | -10.4% | +9.0% | -19.4% | -12.9% |
| 3M | -2.4% | +6.3% | -8.7% | -4.4% |
| 6M | -4.4% | +9.9% | -14.3% | -7.7% |
| YTD | +64.9% | +23.8% | +41.1% | +52.7% |
| 1Y | +66.0% | +19.9% | +46.1% | +55.4% |
| 3Y | +57.7% | +94.3% | -36.6% | +23.0% |
| 5Y | +144.7% | +64.6% | +80.1% | +100.8% |
| All | +134.5% | +121.0% | +13.5% | +112.3% |
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