+67.5%
CVX vs EMR
+106.0%
-38.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -0.4% | +3.5% | -3.9% | -0.9% |
| 3M | +9.3% | +5.9% | +3.4% | +8.3% |
| 6M | +18.4% | +19.4% | -1.1% | +14.5% |
| YTD | +42.5% | +27.7% | +14.8% | +33.8% |
| 1Y | +41.0% | +30.9% | +10.1% | +31.2% |
| 3Y | +67.5% | +104.2% | -36.7% | +31.2% |
| All | +67.5% | +106.0% | -38.5% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling