+1,893.3%
CVS vs EVRG
+2,087.5%
-194.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +0.4% | -0.5% | +0.9% | +0.5% |
| 3M | -0.4% | +1.5% | -1.9% | -0.9% |
| 6M | +25.1% | +1.2% | +24.0% | +24.6% |
| YTD | +23.9% | +16.3% | +7.6% | +18.2% |
| 1Y | +41.1% | +20.3% | +20.8% | +33.2% |
| 3Y | +63.6% | +72.3% | -8.7% | +37.9% |
| 5Y | +31.5% | +46.7% | -15.2% | +15.7% |
| 10Y | +40.5% | +113.8% | -73.3% | +8.7% |
| All | +1,893.3% | +2,087.5% | -194.3% | +815.5% |
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