+3,015.3%
CVNA vs EVRG
+122.8%
+2,892.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -4.6% | -1.2% | -3.4% | -4.0% |
| 3M | +2.0% | -0.6% | +2.6% | +1.9% |
| 6M | +11.7% | +2.4% | +9.3% | +9.6% |
| YTD | -18.1% | +15.5% | -33.5% | -25.0% |
| 1Y | -2.4% | +16.8% | -19.2% | -11.5% |
| 3Y | +580.6% | +75.0% | +505.6% | +391.2% |
| 5Y | +4.9% | +49.3% | -44.5% | -18.8% |
| All | +3,015.3% | +122.8% | +2,892.5% | +1,881.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling