+219.2%
CVX vs EME
+1,362.1%
-1,142.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.7% |
| 7D | +2.6% | +3.5% | -0.9% | +1.5% |
| 30D | +9.8% | -6.3% | +16.2% | +11.8% |
| 3M | +16.2% | -3.8% | +20.0% | +15.9% |
| 6M | +13.6% | +8.5% | +5.1% | +7.4% |
| YTD | +44.4% | +27.8% | +16.6% | +27.9% |
| 1Y | +40.6% | +22.2% | +18.4% | +24.3% |
| 3Y | +48.2% | +253.5% | -205.3% | -22.5% |
| 5Y | +172.3% | +578.6% | -406.4% | -0.5% |
| All | +219.2% | +1,362.1% | -1,142.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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