+4,683.6%
CVX vs EMR
+4,039.8%
+643.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.1% |
| 7D | +3.3% | -1.5% | +4.9% | +3.9% |
| 30D | +12.9% | -5.6% | +18.5% | +15.6% |
| 3M | +11.7% | +7.9% | +3.8% | +6.5% |
| 6M | +14.1% | +6.0% | +8.1% | +7.9% |
| YTD | +40.7% | +16.4% | +24.2% | +26.4% |
| 1Y | +37.5% | +16.6% | +20.9% | +22.6% |
| 3Y | +43.9% | +62.9% | -18.9% | +5.9% |
| 5Y | +161.5% | +60.1% | +101.4% | +91.5% |
| 10Y | +215.1% | +268.8% | -53.6% | +57.1% |
| All | +4,683.6% | +4,039.8% | +643.8% | +1,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling