+219.2%
CVX vs EVRG
+113.9%
+105.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +9.8% | -1.2% | +11.1% | +10.3% |
| 3M | +16.2% | -0.6% | +16.8% | +16.3% |
| 6M | +13.6% | +2.4% | +11.2% | +12.1% |
| YTD | +44.4% | +15.5% | +28.9% | +35.5% |
| 1Y | +40.6% | +16.8% | +23.8% | +31.0% |
| 3Y | +48.2% | +75.0% | -26.8% | +14.9% |
| 5Y | +172.3% | +49.3% | +122.9% | +123.0% |
| All | +219.2% | +113.9% | +105.3% | +127.5% |
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 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