+170.6%
CVX vs EME
+540.8%
-370.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.7% | +0.9% | -0.3% | +0.6% |
| 30D | +9.1% | -8.4% | +17.5% | +10.0% |
| 3M | +13.1% | -3.6% | +16.7% | +13.0% |
| 6M | +16.3% | +3.6% | +12.7% | +14.3% |
| YTD | +43.5% | +22.5% | +21.0% | +36.9% |
| 1Y | +40.2% | +18.2% | +22.0% | +33.5% |
| 3Y | +44.2% | +238.4% | -194.1% | +4.7% |
| 5Y | +170.6% | +550.5% | -379.9% | +53.2% |
| All | +170.6% | +540.8% | -370.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling