+396.6%
CVX vs EMB
+126.5%
+270.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | +1.6% | -0.7% | +2.3% | +2.1% |
| 30D | -0.6% | +0.5% | -1.2% | -1.1% |
| 3M | +11.0% | -2.5% | +13.5% | +13.0% |
| 6M | +18.4% | -2.0% | +20.5% | +19.8% |
| YTD | +45.9% | -0.9% | +46.8% | +45.8% |
| 1Y | +46.7% | -0.3% | +47.0% | +45.9% |
| 3Y | +71.6% | +29.2% | +42.4% | +38.6% |
| 5Y | +131.4% | +7.4% | +124.0% | +116.2% |
| 10Y | +209.3% | +35.8% | +173.5% | +151.6% |
| All | +396.6% | +126.5% | +270.1% | +277.9% |
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