+66.0%
CVE vs EVRG
+19.9%
+46.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | +1.9% | -18.0% | -16.0% |
| 30D | -10.4% | +9.0% | -19.4% | -10.3% |
| 3M | -2.4% | +6.3% | -8.7% | -2.3% |
| 6M | -4.4% | +9.9% | -14.3% | -4.7% |
| YTD | +64.9% | +23.8% | +41.1% | +47.7% |
| 1Y | +66.0% | +19.9% | +46.1% | +51.3% |
| All | +66.0% | +19.9% | +46.1% | +51.3% |
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 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