+67.5%
CVE vs EVRG
+750.4%
-682.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +0.1% | +2.5% | -2.4% | -0.9% |
| 30D | -10.8% | +8.4% | -19.2% | -13.8% |
| 3M | -4.3% | +8.6% | -12.9% | -7.6% |
| 6M | -1.5% | +7.7% | -9.1% | -4.8% |
| YTD | +70.7% | +25.0% | +45.8% | +54.6% |
| 1Y | +58.1% | +18.7% | +39.4% | +46.2% |
| 3Y | +69.8% | +102.1% | -32.2% | +23.2% |
| 5Y | +148.9% | +66.8% | +82.1% | +93.7% |
| 10Y | +143.5% | +123.5% | +20.0% | +65.2% |
| All | +67.5% | +750.4% | -682.9% | -61.9% |
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