+159.8%
CVE vs EVRG
+114.7%
+45.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +17.5% | -0.5% | +18.0% | +17.6% |
| 3M | +16.2% | +1.5% | +14.7% | +15.5% |
| 6M | +47.8% | +1.2% | +46.6% | +46.6% |
| YTD | +98.5% | +16.3% | +82.2% | +87.6% |
| 1Y | +109.8% | +20.3% | +89.5% | +95.8% |
| 3Y | +75.5% | +72.3% | +3.2% | +42.5% |
| 5Y | +341.6% | +46.7% | +294.9% | +277.0% |
| 10Y | +159.8% | +113.8% | +46.0% | +124.1% |
| All | +159.8% | +114.7% | +45.1% | +124.1% |
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 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