+4,942.5%
CVX vs EVRG
+2,261.5%
+2,681.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | -1.0% | +7.4% | -8.4% | -3.5% |
| 3M | +12.2% | +7.2% | +5.0% | +9.3% |
| 6M | +20.3% | +9.5% | +10.9% | +16.2% |
| YTD | +48.3% | +25.6% | +22.7% | +35.9% |
| 1Y | +46.9% | +20.4% | +26.6% | +36.6% |
| 3Y | +73.1% | +108.8% | -35.7% | +30.3% |
| 5Y | +135.2% | +68.0% | +67.3% | +89.3% |
| 10Y | +214.4% | +124.6% | +89.8% | +121.9% |
| All | +4,942.5% | +2,261.5% | +2,681.0% | +1,736.3% |
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