+204.9%
CVX vs EMB
+35.7%
+169.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -0.8% | +1.1% | -1.9% | -2.1% |
| 3M | +9.4% | -2.0% | +11.4% | +11.6% |
| 6M | +17.5% | -1.9% | +19.4% | +19.3% |
| YTD | +43.8% | -0.5% | +44.4% | +43.0% |
| 1Y | +41.9% | +0.1% | +41.8% | +40.0% |
| 3Y | +69.1% | +29.7% | +39.5% | +21.6% |
| 5Y | +128.3% | +8.1% | +120.2% | +116.2% |
| 10Y | +204.9% | +36.3% | +168.7% | +125.4% |
| All | +204.9% | +35.7% | +169.2% | +125.4% |
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