+62.8%
CVE vs EVRG
+741.5%
-678.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | -14.1% | +2.3% | -16.4% | -14.9% |
| 30D | -11.6% | +8.8% | -20.4% | -14.7% |
| 3M | 0.0% | +6.1% | -6.1% | -2.5% |
| 6M | -8.4% | +8.9% | -17.3% | -11.9% |
| YTD | +65.9% | +23.6% | +42.3% | +50.9% |
| 1Y | +69.4% | +17.8% | +51.6% | +57.1% |
| 3Y | +55.9% | +92.9% | -37.0% | +15.4% |
| 5Y | +146.2% | +64.4% | +81.8% | +92.6% |
| 10Y | +140.6% | +121.4% | +19.2% | +63.7% |
| All | +62.8% | +741.5% | -678.7% | -62.8% |
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