+214.5%
CVX vs EMR
+279.2%
-64.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +2.8% | +0.6% | +1.7% |
| 30D | -1.0% | +3.7% | -4.6% | -3.3% |
| 3M | +12.2% | +2.0% | +10.2% | +10.0% |
| 6M | +20.3% | +22.1% | -1.8% | +4.8% |
| YTD | +48.3% | +27.2% | +21.1% | +22.1% |
| 1Y | +46.9% | +32.0% | +14.9% | +17.8% |
| 3Y | +73.1% | +103.3% | -30.2% | -2.7% |
| 5Y | +135.2% | +88.2% | +47.0% | +35.4% |
| All | +214.5% | +279.2% | -64.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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