+4,743.7%
CVX vs EMR
+4,438.6%
+305.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -6.2% | +0.7% | -6.9% | -6.7% |
| 30D | -0.4% | +3.5% | -3.9% | -2.3% |
| 3M | +9.3% | +5.9% | +3.4% | +5.7% |
| 6M | +18.4% | +19.4% | -1.1% | +6.9% |
| YTD | +42.5% | +27.7% | +14.8% | +22.1% |
| 1Y | +41.0% | +30.9% | +10.1% | +19.1% |
| 3Y | +67.5% | +104.2% | -36.7% | +10.4% |
| 5Y | +126.1% | +89.6% | +36.5% | +52.4% |
| 10Y | +198.8% | +280.0% | -81.3% | +46.0% |
| All | +4,743.7% | +4,438.6% | +305.1% | +1,084.3% |
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