+4,942.5%
CVX vs EMR
+4,423.3%
+519.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +2.8% | +0.6% | +2.0% |
| 30D | -1.0% | +3.7% | -4.6% | -2.9% |
| 3M | +12.2% | +2.0% | +10.2% | +10.4% |
| 6M | +20.3% | +22.1% | -1.8% | +7.6% |
| YTD | +48.3% | +27.2% | +21.1% | +27.3% |
| 1Y | +46.9% | +32.0% | +14.9% | +23.6% |
| 3Y | +73.1% | +103.3% | -30.2% | +14.4% |
| 5Y | +135.2% | +88.2% | +47.0% | +59.1% |
| 10Y | +214.4% | +280.4% | -66.1% | +53.6% |
| All | +4,942.5% | +4,423.3% | +519.2% | +1,134.8% |
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