+219.2%
CVX vs EEM
+133.3%
+85.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | -0.1% |
| 7D | +2.6% | -1.3% | +3.9% | +3.4% |
| 30D | +9.8% | +2.1% | +7.8% | +8.3% |
| 3M | +16.2% | +1.0% | +15.2% | +13.9% |
| 6M | +13.6% | +15.9% | -2.3% | -0.8% |
| YTD | +44.4% | +24.6% | +19.7% | +18.8% |
| 1Y | +40.6% | +32.3% | +8.3% | +10.3% |
| 3Y | +48.2% | +85.9% | -37.7% | -12.0% |
| 5Y | +172.3% | +45.4% | +126.9% | +94.6% |
| All | +219.2% | +133.3% | +85.9% | +58.4% |
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