+2,922.7%
CVX vs EME
+62,686.4%
-59,763.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | -0.6% | +5.2% | -5.7% | -1.9% |
| 30D | +13.4% | -5.4% | +18.8% | +14.8% |
| 3M | +11.8% | -6.1% | +17.9% | +12.1% |
| 6M | +12.4% | +9.7% | +2.8% | +7.4% |
| YTD | +41.5% | +26.6% | +14.9% | +29.4% |
| 1Y | +41.6% | +24.6% | +17.0% | +28.6% |
| 3Y | +42.2% | +249.6% | -207.3% | -6.7% |
| 5Y | +166.0% | +556.6% | -390.6% | +43.7% |
| 10Y | +207.2% | +1,286.6% | -1,079.4% | +33.8% |
| All | +2,922.7% | +62,686.4% | -59,763.8% | +810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling