+217.2%
CVX vs EMR
+274.4%
-57.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +0.7% | -1.2% | +1.9% | +1.3% |
| 30D | +9.1% | -9.4% | +18.6% | +15.0% |
| 3M | +13.1% | +8.6% | +4.5% | +6.3% |
| 6M | +16.3% | +6.7% | +9.6% | +7.9% |
| YTD | +43.5% | +13.1% | +30.4% | +26.9% |
| 1Y | +40.2% | +12.7% | +27.4% | +23.0% |
| 3Y | +44.2% | +58.1% | -13.8% | -4.3% |
| 5Y | +170.6% | +63.6% | +107.0% | +70.1% |
| All | +217.2% | +274.4% | -57.1% | +14.6% |
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