+40.6%
CVX vs EME
+21.8%
+18.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.9% |
| 7D | +2.6% | +3.5% | -0.9% | +2.8% |
| 30D | +9.8% | -6.3% | +16.2% | +9.4% |
| 3M | +16.2% | -3.8% | +20.0% | +16.0% |
| 6M | +13.6% | +8.5% | +5.1% | +13.3% |
| YTD | +44.4% | +27.8% | +16.6% | +42.7% |
| 1Y | +40.6% | +22.2% | +18.4% | +41.1% |
| All | +40.6% | +21.8% | +18.8% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling