+221.9%
CVX vs EMB
+29.7%
+192.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | +10.7% | -0.3% | +10.9% | +10.9% |
| 3M | +15.5% | -0.3% | +15.8% | +15.5% |
| 6M | +14.9% | +0.7% | +14.1% | +13.0% |
| YTD | +44.2% | +1.3% | +42.9% | +40.9% |
| 1Y | +43.5% | +4.7% | +38.8% | +34.8% |
| 3Y | +45.0% | +30.1% | +14.9% | +4.6% |
| 5Y | +172.2% | +6.9% | +165.3% | +165.5% |
| 10Y | +221.9% | +30.7% | +191.2% | +143.4% |
| All | +221.9% | +29.7% | +192.2% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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