+378.8%
CVX vs EMB
+132.1%
+246.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +12.9% | -0.3% | +13.2% | +13.1% |
| 3M | +11.7% | -0.4% | +12.1% | +11.9% |
| 6M | +14.1% | +0.1% | +14.0% | +13.4% |
| YTD | +40.7% | +1.6% | +39.1% | +38.2% |
| 1Y | +37.5% | +5.6% | +31.9% | +30.8% |
| 3Y | +43.9% | +29.8% | +14.1% | +15.9% |
| 5Y | +161.5% | +7.3% | +154.2% | +145.5% |
| 10Y | +215.1% | +30.4% | +184.7% | +160.0% |
| All | +378.8% | +132.1% | +246.7% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling