+214.5%
CVX vs EEM
+121.0%
+93.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.4% | +2.7% | +0.7% | +1.7% |
| 30D | -1.0% | -5.4% | +4.4% | +1.9% |
| 3M | +12.2% | -8.6% | +20.8% | +17.2% |
| 6M | +20.3% | -8.9% | +29.2% | +23.5% |
| YTD | +48.3% | +11.9% | +36.4% | +28.9% |
| 1Y | +46.9% | +13.1% | +33.8% | +26.6% |
| 3Y | +73.1% | +70.7% | +2.5% | +6.5% |
| 5Y | +135.2% | +31.8% | +103.5% | +76.2% |
| All | +214.5% | +121.0% | +93.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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