+89.9%
CVE vs EVRG
+685.0%
-595.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +16.7% | -1.0% | +17.7% | +17.1% |
| 3M | +9.3% | +0.4% | +8.9% | +8.8% |
| 6M | +43.6% | -0.8% | +44.4% | +43.2% |
| YTD | +93.6% | +15.3% | +78.2% | +81.3% |
| 1Y | +98.8% | +17.9% | +80.9% | +84.2% |
| 3Y | +73.6% | +71.9% | +1.7% | +34.8% |
| 5Y | +312.5% | +45.3% | +267.2% | +240.3% |
| 10Y | +161.0% | +113.1% | +48.0% | +79.5% |
| All | +89.9% | +685.0% | -595.0% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling