+3,265.8%
CVNA vs EVRG
+124.5%
+3,141.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.0% |
| 30D | +5.5% | -0.5% | +6.0% | +5.7% |
| 3M | +7.6% | +1.5% | +6.1% | +6.3% |
| 6M | +17.6% | +1.2% | +16.4% | +16.2% |
| YTD | -11.5% | +16.3% | -27.8% | -19.3% |
| 1Y | +0.4% | +20.3% | -19.9% | -10.4% |
| 3Y | +695.6% | +72.3% | +623.3% | +478.3% |
| 5Y | +13.6% | +46.7% | -33.1% | -11.3% |
| All | +3,265.8% | +124.5% | +3,141.3% | +2,032.9% |
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