+57.5%
CVE vs EVRG
+20.4%
+37.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -10.0% | +3.5% | -13.5% | -9.7% |
| 30D | -11.9% | +9.2% | -21.1% | -11.6% |
| 3M | -5.9% | +8.6% | -14.6% | -5.7% |
| 6M | -1.6% | +10.0% | -11.5% | -1.6% |
| YTD | +66.3% | +25.1% | +41.2% | +49.8% |
| 1Y | +57.5% | +19.5% | +38.0% | +44.1% |
| All | +57.5% | +20.4% | +37.1% | +44.1% |
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 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