+148.6%
CVE vs EVRG
+124.6%
+24.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +5.9% | +1.4% | +4.5% | +5.5% |
| 30D | -10.9% | +7.4% | -18.2% | -13.0% |
| 3M | -4.5% | +7.2% | -11.7% | -6.8% |
| 6M | -1.0% | +9.5% | -10.4% | -4.2% |
| YTD | +74.7% | +25.6% | +49.2% | +61.0% |
| 1Y | +65.8% | +20.4% | +45.5% | +55.0% |
| 3Y | +73.2% | +108.8% | -35.6% | +31.6% |
| 5Y | +155.6% | +68.0% | +87.6% | +108.4% |
| All | +148.6% | +124.6% | +24.0% | +126.4% |
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