+172.0%
CVX vs EVRG
+45.4%
+126.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +10.7% | -0.2% | +10.9% | +10.7% |
| 3M | +15.5% | -0.5% | +15.9% | +15.5% |
| 6M | +14.9% | +0.2% | +14.7% | +14.6% |
| YTD | +44.2% | +14.9% | +29.3% | +39.0% |
| 1Y | +43.5% | +18.2% | +25.3% | +37.1% |
| 3Y | +45.0% | +70.2% | -25.2% | +25.0% |
| All | +172.0% | +45.4% | +126.5% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling