+48.0%
CVX vs EME
+240.3%
-192.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.0% |
| 7D | +1.0% | +2.7% | -1.8% | +0.8% |
| 30D | +10.7% | -6.8% | +17.5% | +10.9% |
| 3M | +15.5% | -8.8% | +24.3% | +15.8% |
| 6M | +14.9% | +5.0% | +9.9% | +13.6% |
| YTD | +44.2% | +23.5% | +20.7% | +40.1% |
| 1Y | +43.5% | +21.3% | +22.2% | +39.0% |
| All | +48.0% | +240.3% | -192.3% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling